It's definitely nice to have some power tools available in Windows. I don't use the SysInternals tools that much to be honest, but I've found myself consistently downloading and pinning DebugView to my task bar.
It's a simple utility that captures debug output from running applications. In practice, it is a utility that lets us dig into the innards of a running application without changing any trace log settings, providing the developer is exposing data via console writes or debug text. It runs quickly and provides a live scrolling log of the output events.