Here are a few things you can put together for your on the move developer's kit.

Microsoft Visual Studio or Express for your main programing language
Game Development, Mobile Apps, Web Development, Application Development and more.

Microsoft SQL Server Express
Microsoft SQL Database Programming

Microsoft Expression Studio
Web Design/Development and RIA applications

DirectX Runtime/SDK
You will need these to play many games and to make them.

WinRar
Use WinRar to compress and extract the very popular rar files

7-Zip
Use 7-zip to compress and extract the very popular tar, tar.gz files