Windows only: Ubuntu has Synaptic, OS X has the App Store, but Windows users are often left to fend for themselves when it comes to installing programs. Npackd is a central hub from which you can discover, install and manage your software.
Programs like previously mentioned Ninite are usually a good place to start for bulk installing programs, but they don't really replicate the kind of package management you get in Linux (or now in Mac OS X's App Store). Npackd (pronounced "unpacked") is a package manager that allows you to find software, install or uninstall it, and update multiple packages from one single location.
For such a young and lesser-known program, it's actually got quite a few packages in its repository. It certainly doesn't have everything, but many of our favourite programs are available, from popular open source programs like Pidgin, Firefox, OpenOffice and others to Windows essentials like 7-Zip, AVG, foobar2000, CCleaner, AutoHotkey and Notepad++. Note that you'll want to keep track of which packages you install with Npackd and which you install using the traditional route. You shouldn't uninstall Npackd packages through Add/Remove Programs, nor will Npackd always recognise that a certain program is already installed on your computer (though they're working on that). All in all, it's a long overdue way to manage some of the most popular Windows downloads from one central hub.
Npackd is a free download for Windows only.