Server2Go - http://www.server2go-web.de/
A royaly-free Windows program that launches Apache with a single click. This allows us to develop a web-based application - with all of the features of PHP and MySQL - that will run locally on a client's computer, and they can start and stop it by clicking on an icon. The entire package can also reside on a networked server, with each client starting the application individually to run locally on their own PC. We have tested this setup with Windows 2000, XP, and Vista.

SQLyog - http://www.webyog.com/en/
SQLyog makes MySQL database development and management incredibly easy. You can create the tables on your own PC and use SQLyog to copy the structures and data to a remote database. You can use it to import and export data. You can use it to make backups. Highly recommended.

UltraEdit - http://www.ultraedit.com/
We use this text editor for writing PHP. But it's not just an editor, it can search and replace words and phrases in multiple files, and show a comparison between two files so you can see the differences.