I've been trying to figure out how not to lug my heavy laptop about with me yet have access to my essential stuff wherever I am/keep things in sync/not have to change settings all the time etc. So here's a bunch of great free tools I've picked up along the way.
LogMeIn [Windows app + access through web] - The free version is great for accessing your computer remotely. All it needs is an internet connection. You can login to your computer remotely through a browser. It has worked fine with NATs, intranets, firewalls and whatever I've thrown at it. So in that sense it's ahead of Windows Remote Desktop. Of course it's a little slower since it runs in your browser.
GMail Drive [Windows app + access through web] - Live Sync has the same feature, but this is easier as it turns up in My Computer as a drive. All you have to do is drag and drop. Log in to your Gmail account and you will see the files there as well. So far I haven't had any issues with files as large as 15-20MB.
Foxmarks [Browser add-on + access through web] - This is for accessing my bookmarks wherever I go. It keeps things synced in the background. Works in all popular browsers. You can also login to their site and access your bookmarks if you don't want to install the plug-in at your friend's place.
DropBox [Windows app + web access] - This is a great productivity tool which I use with my coworkers. It gives you 2GB of online storage, which is also replicated on my computer. A Windows app keeps things in sync. I can share this folder with you and then our files will be synced (you need to install the app). Of course you shouldn't work on the same file at once as that will cause a clash, or you shouldn't delete any important files because it will get rid of my copy too, thanks to the per-second syncing. All the files are online so you have browser access as well.
Windows Live Sync [Windows app + web access] - This is the part LogMeIn (unless you pay for it) is missing, file transfer. This nifty tool can help you access all the files on your hard disks through a Windows app. It also has the same functionality as DropBox included (folder syncing). But DropBox has a copy of the files on their site as well. Live Sync doesn't.
Another thing I hate doing is switching proxy settings ever so often.
Proxy Switcher [Windows app] - I work on different networks when I do carry my laptop around. It's annoying to keep going through menus and switching proxies. This application runs in your tray, and switching proxies is pretty simple.
MM3-ProxySwitch [Browser add-on] - Somehow the everything else works fine with Proxy Switcher except for Firefox! That's where this add-on comes in. It even has a cool scripting feature so you can automate your proxy switching depending on the network. I wish they had the same tool for Windows!
UPDATE: Windows Live Sync doesn't work too well across NAT/intranets. Folder syncing works (just like DropBox) but accessing files on your computer might totally fail. I get upto the point of seeing the files on my laptop in my browser in office, but it can't seem to download any of them!