SysInternals
This site has some of the best freeware programs for Windows. They offer extremely powerful and useful system utilities for all versions of Windows. These utilities are designed more for the serious "power" user than the average user.

AnalogX
Another source for great free programs. AnalogX offers system utilities and applications, ranging from network apps to MP3 programs. Definitely worth a visit.

Really Slick Screen Savers
As the name implies this site has some really slick screen savers. Over a dozen OpenGL screen savers, and all of them very nicely done. Many of the screen savers you can download off the Internet are boring and not worth the time and effort. But these are the reason why screen savers are now commonly called "Screen Entertainment." If there is a downside to these screen savers it's the fact that they require some serious processing power. So if you have less than a Pentium II, don't bother, really a Pentium III or greater is required to fully enjoy the beauty.

HotFiles
Ever wanted to download a program off the Internet but didn't know the name, or even if such a program existed? Probably the best place to start is a large software archive. HotFiles is ran by Ziff Davis, a well-known name in the computer industry.

CodeGuru
So you want to write your own programs for Windows. Well this is probably the best source of code samples on the Internet. People post code samples, techniques, and even entire programs for others to use as reference. If you don't know Visual C++ then this site has nothing to offer you.

CodeProject
This is another site similar to CodeGuru. If you're looking for sample code and it doesn't exist on either CodeProject or CodeGuru then it probably doesn't exist.

STL
The STL, or Standard Template Library, is code you can add to your own programs to make common tasks simpler. The STL contains commonly used data structures such as linked lists, vectors, maps, etc. Because the STL is open source and widely used, the code is nearly bug free. Thousands of people are using the STL every day, and as such bugs are quickly identified and eliminated. If you're using a newer compiler such as Visual C++ you already have the STL at your disposal. However, should you need to download it or view the documentation here is a source.

MSDN
If you're going to write programs for Microsoft Windows then you're going to need some information from Microsoft. The MSDN, or Microsoft Developers Network, is that source. From here you can get compiler information, sample source code, API documentation, Knowledgebase articles, and much more.