Here's where I'm gonna be a pompous bastard and tell you which apps you should get like I know everything about computing and such.

1. MATLAB - Absolutely the best data processing suite I have used. Excel is okay for some things, but MATLAB (though it has an ugly UI) is way more powerful. It's expensive (student version = $119), which sucks, but it's multiplatform (Windows, Mac, Linux) all on one license. It won't replace
Mathematica (although it can handle all of the symbolic stuff) but combined with Simulink (included) for systems simulation, it can't be beat.
2. VLC - The one and only media player you need. It'll handle just about anything you can throw at it format-wise (.avi, .mpeg, .flv, video_ts, etc. etc.). It's multiplatform, and best of all, free. I recommend you download it to watch all those pr0ns lectures. http://www.videolan.org/vlc/

3. GIMP - The GNU Image Manipulation Program gives Photoshop a serious run for the money. It's FREE. So comparing the price of Photoshop to FREE is a
pretty good deal. For people who (like me) need a serious image manipulation photo but only occasionally, GIMP is perfect. It's multiplatform (Mac, Linux, Windows) and open-source. http://www.gimp.org/

4. Handbrake - Another multiplatform app. This one rips DVDs to MPEG4 files. But only DVDs that you own. Of course. So that you
can have a backup. http://handbrake.fr/

5. iSync - Mac OS X only. Sorry. But nonetheless, a pretty sweet app. It syncs your phone via Bluetooth, which, primarily, backs up your contacts to your computer. And email addresses to your phone (if you so desire). With this one in your pocket, you'll never have to make an "I lost all my numbers and I'm a d-bag so I'm making a Facebook Group" Facebook group to get your friends phone numbers. As a side note, I refuse to join a group like that.
So there you have it. Five apps that I think are pretty cool.