We all know that Mathematica is great, but it also often lacks critical functionality. What kind of external packages / tools / resources do you use with Mathematica?

I'll edit (and invite anyone else to do so too) this main post to include resources which are focused on general applicability in scientific research and which as many people as possible will find useful. Feel free to contribute anything, even small code snippets (as I did below for a timing routine).

Also, undocumented and useful features in Mathematica 7 and beyond you found yourself, or dug up from some paper/site are most welcome.

Please include a short description or comment on why something is great or what utility it provides. If you link to books on Amazon with affiliate links please mention it, e.g., by putting your name after the link.

Packages:

1. LevelScheme is a package that greatly expands Mathematica's capability to produce good looking plots. I use it if not for anything else then for the much, much improved control over frame/axes ticks.
2. David Park's Presentation Package ($50 - no charge for updates)

Tools:

1. MASH is Daniel Reeves's excellent perl script essentially providing scripting support for Mathematica 7. (This is finally built in as of Mathematica 8 with the -script option.)

Resources:

1. Wolfram's own repository MathSource has a lot of useful if narrow notebooks for various applications. Also check out the other sections such as
   • Current Documentation,
   • Courseware for lectures,
   • and Demos for, well, demos.

Books:

1. Mathematica programming: an advanced introduction by Leonid Shifrin (web, pdf) is a must read if you want to do anything more than For loops in Mathematica.
2. Quantum Methods with Mathematica by James F. Feagin (amazon)
3. The Mathematica Book by Stephen Wolfram (amazon) (web)
4. Schaum's Outline (amazon)
5. Mathematica in Action by Stan Wagon (amazon) - 600 pages of neat examples and goes up to Mathematica version 7. Visualization techniques are especially good, you can see some of them on the author's Demonstrations Page.
6. Mathematica Programming Fundamentals by Richard Gaylord (pdf) - A good concise introduction to most of what you need to know about Mathematica programming.

Undocumented (or scarcely documented) Features:

1. How to customize Mathematica keyboard shortcuts. See this question.
2. How to inspect patterns and functions used by Mathematica's own functions. See this answer
3. How to achieve Consistent size for GraphPlots in Mathematica? See this question.