Hera are a few tools that might come in handy for you.

The first is Extract Now.  It's a compressed file extraction tool.  In that there are certain compressed file types that Windows does not natively work with, it is handy.  It's free, too.

Next is Navicat Lite, a GUI interface to a MySql database.  If you've worked with SQL Server (or Access) you should feel comfortable with this tool.  The non-commercial Lite version is free.

If you want to take advantage of Drupal's IRC channels, check out ChatZilla, a Firefox add-on. 

And of course, Firefox, a browser rich with developer and themer tool add-ons, including Firebug.

As far as FTP programs, there are numerous choices.  I use FileZilla.  I have no compelling reason why I use it other than I am used to it.

All the tools I mentioned previously are free. 

As far as an HTML editor, that's a personal choice based on experience, use and budget.  For free, Notepad++ is very good.   If you have the budget, Dreamweaver does the job when theming, some coding, and managing a site.  You can set up Dreamweaver to upload files to a remote site via FTP.  Komodo IDE is good for php coding when you want to use debugging.