Here are a couple of tools that many of us find really useful.
Firefox and the Web Developers extension are a must have. Firefox a really great browser with many useful feature couple that with some great extensions and you wont look back.
It's a good idea to validate every page you create as it will find many error and save you much embarrassment.
My most used validators are W3C Markup Validator and W3C CSS Validator
Both of these and more can be accessed via the Web Developers extension for Firefox mentioned above.
Any more tools to add?
FAQ Tools and Validators
Yes as part of the Firefox extensions already mentioned there is a rather useful validator extension to 'view source' that will show basic errors and warnings using the html Tidy engine it will also check for Accessibility errors very useful for quick checks.
Also;
http://css-discuss.incutio.com/?page=DiagnosticCss
A diagnostic style sheet that you can use to highlite various css page layout elements makes much use of the attribute selector and content generator so has reduced functionality in IE. In FF you can import it using the webdeveloper 'add user style sheet' toggle or create a new profile for the sheet ( if you can work out how to now that the 'profile manager' has been removed ) you can also easily customize it.
FAQ Tools and Validators
Thanks Hugo,
Does anyone use any bookmarklets or favelets?
http://www.accessify.com/tools-and-wizards/accessibility-checking-favelets.asp
http://www.squarefree.com/bookmarklets/webdevel.html
Most of what I use is tied up in the web developers extension and Firefox, but some of these would be good for other browsers.
FAQ Tools and Validators
The speed report in the web dev toolbar is your friend. Use it often, use it wisely, my friend.