CTCM, newest version in German: CTCM v1.6j
The best program to measure memory and cache speed. This one is a must!

Cachechk
Not quite as good for measuring performance, but a very good program to test L1 and L2 cache sizes.

DOOM Shareware version 1.9
DOOM is an old but good game to test 'real world performance'. Run it with " -timedemo demo3 " to get a benchmark score.

Quake shareware version 1.6
Quake is a good game to test your system, especially the FPU! Also, memory and cache performance definitely affects game speed.