My whiteboard has been indespensible in terms of keeping track of my extreme programming tasks.  Smiley  And NUnit / NMock have been indespensible in terms of testing.  I can re-test 80% of my code in under 2 minutes, including all those odd-ball special test cases that a human is bound to forget.

Agile programming isn't the end-all / be-all, but it's been really helpful on my current project.