X Neat Software is an effective utility in the must have list. XNeat gives you full control over your Windows by extending it's features like:

1) TaskBar Utility ( Manager - Sorter - Arranger ) : allows you to order ( sort ) taskbar's entries the way you want !!

2) Stay On Top: When any window is selected to be Always On Top it will never be overlapped by others windows.
Some Applications provide keep window on top feature in its menu like MSN Messenger, but most applications don't.
Window always On Top is very handy if you want to keep yourself isolated from all annoying windows that may popup while you are working or to keep some information always in front of your eye sure it provides fast access ..

3) Send To Tray: When any window is selected to be Sent To Tray it will disappear and new icon is added in your system tray (beside windows system clock)
Some Applications provide this feature like MSN Messenger.. but most applications don't like Microsoft outlook express.
Send To Tray is very handy if you want to keep an application running in the background, or to hide a window that will not be used for a while.
Send To Tray helps you to clean your desktop and add more space to your taskbar.

4) Transparency: feature lets you control how glassy your windows are.
When any window is selected to be Transparent it will show the windows behind it ..0% means the window is stone you can't see behind it... 90% give you a lot of details of the behind...Actually the window is almost invisible.
Transparent Windows are very handy if you want to control an application and in the same time you want to see what is going behind .. , Very handy while chatting for example.

5) Roll Up / Down: feature lets you increase your desktop area by shrinking windows so that ONLY windows titlebars appear.