For testing GPUs, the Unigine Heaven or Valley benchmarks are decent, larger than average download though. Furmark is one I don't use much any more, it's good for testing max temps (especially on VRMs) but not the best for testing stability an can cook your VRMs if they're not cooled properly.
GPU-Z is great for checking GPU information along with temps, fan speeds, clock speeds, etc.
HWMonitor is the closest I get to an all-in-one - it can read a lot of temperature sensors which is good, but I find it useful because it also reads laptop battery information like wear levels which can be good to know.
HDTune is good for SMART info like Crystal, also has a decent error scanner and a benchmark tool which as it shows a graph of performance can be useful, if it's erratically dipping down that can be a sign of a failing HDD. Not much use for SSDs though, I use Crystaldiskmark to bench those.
Core Temp (for AMD and older Intel CPUs) and Realtemp (for Nehalem and newer CPUs, basically first gen i3/i5/i7 onwards) are what I use for temperature monitoring.
I used to use Intel Bun Test (or LinX which is essentially the same thing) and Prime95 for stress testing CPUs but these days I'm under the impression that "realistic" stress tests are better, I've heard good things about Asus Realbench but haven't tried it.
As far as software goes, FileHippo Update Checker is also good for checking for updates, has a portable version too which is nice. A copy of the UBCD always comes in handy (more for hardware diagnosis but also handy for forgotten passwords or file replacement/partition editing etc).
Hopefully someone may find at least some of the above useful
that's just what I could think off the top of my head.
