FileZilla : FileZilla is a fast FTP and SFTP client for Windows with a lot of features. My current FTP program of choice.
HTML Font & Body Tag Wizard : See how font colors will display on different background colors. Primary use it to create the body and font tags, but I like how easily I can change colors and see the results. I don’t use it often, but it’s nice to have in the arsenal.
W3 Schools : While this is not a program, it is one of the best web design tools out there. Not only can you learn about CSS and HTML, but you can see actual demonstrations of how the code reacts. HIGHLY recommended.
T'N'T Luoma's HTML Special Characters page : Again, not a program, but an excellent resource. HTML character codes are used to allow links that contain ampersands to still validate (as well as many other uses).
splorp! the Evil Bastard’s listing of useful text editors. : Of course, real web designers use text editors to create their sites.