Windows only: Organising the eleventy-billion files you've got stuffed into folders on your hard drive is about as much fun as watching cheese go mouldy. Freeware utility Digital Janitor automatically sorts your files by type and puts them where you want them.
Tell Digital Janitor what hard drive folder it should sift through (like your download folder, perhaps), then where you want up to seven types of files moved, and it takes care of the rest. For instance, if you've got pictures, documents and MP3s cluttering up your desktop, point Digital Janitor to it, assign .jpgs to a Photos folder, .docs to another, and so on. The app takes care of getting files where they need to be, and you don't have to fool around with dragging and dropping things all over the place.
If you want an automated file manager with a little more oomph, have a look at Adam's open-source application, Belvedere. It constantly monitors set folders and can move, copy, rename, delete or open files according to several criteria including name, size, extension and more.
Digital Janitor and Belvedere both work on Windows 7, XP and Vista.
What's the most annoying part of cleaning up files on your hard drive and how do get around it? Share your tips in the comments.