XML

Microsoft XML SDK
The Microsoft XML SDK has a good XML parser that integrates nicely with Windows Scripting Host, which makes it easy to write little JavaScript scripts to play with XML. Of all the tutorials and documentation I've seen for XML, this is the one I like best. Go to the Microsoft MSDN download site and download the highest version (currently 6.0) of Microsoft Core XML Services and the Core XML Services SDK. If you just want the documentation, just get the SDK.
James Clark's nXML mode for emacs
A new mode for editing and auto validating XML documents from within GNU Emacs. Look for the latest nxml-mode-200nnnnn.tar.gz distribution on his download site.
XML Standards Library
Xemantics has taken all the W3C recommendations having to do with XML (including XSLT, OWL, SVG, the whole alphabet soup) and turned them into an HTML Help (.chm) tree. It's got a neat installed so you can get check for updates, install the latest versions, add documents, and get rid of documents you aren't intereted in. Free.
XML Notepad 2007
Microsoft's original free XML Notepad was useful for a handful of things, mainly displaying a tree view of an XML document, making visual inspection of generated XML easier, validating the document (which sometimes worked), and entering text into the document (if you wanted to badly enough). The 2007 version (still free) is considerably improved, and it even lets you preview the output from an XSLT file you specify on the XML file you're editing. XML Notepad has crossed the line from neat demo to useful tool.