Definitely PowerToys, there’s some great utilities in there like a Spotlight-esque search/launch bar or a tool to rename multiple files at once.

EarTrumpet is great, too, being basically an enhanced version of the standard audio mixer that lets you change audio devices quickly.

My favourite Windows-only app is probably Foobar2000, though, it’s an endlessly customisable music player with hundreds of plug-ins for nearly every conceivable use case. It takes a while to set up but once you do there’s nothing better.