This is a collection of tools I use and recommend for Visual FoxPro Developers. Where a tool is specific to a particular development environment (eg Visual FoxPro) it is marked with an icon.

West Wind HTML Help Builder
This product makes writing HTML help extremely easy. Too many features to describe, but (to name a few) it includes Visual Studio.NET integration, a fully exposed COM model for easy scripting and side-by-side production of CHM and web site help for all your documentation.

Office 2003 Style menus in Visual FoxPro
ARG Software labs has developed an excellent Command Bars tool for building Office 2003 and Visual Studio 2005 style menus in Visual FoxPro.

XFRX for Visual FoxPro
An awesome tool for providing report output to Word, Excel, PDF, HTML, XML and TXT in Visual FoxPro. Also allows in-form previewing of reports.

PSPad
A free, feature-rich text editor. Supports Visual FoxPro .prg file syntax highlighting, plus all the features you'd expect from an advanced editor. It is also quite extensible, you can include VFP help on the menu for example.
After installing make sure you head over here, to pick up the Office 2003 style skin for it.

Win32 APiViewer
Exceptional reference tool for looking up syntax and examples for Win32 calls in Visual FoxPro.

FoxTabs
FoxTabs gives you a tabbed development environment in Visual FoxPro.

Other recommendations
Check out the great list of SSW recommended 3rd Party tools.
Check out Scott Hanselman's recommended list of tools.