I use a number of different programs for doing empirical research and writing papers (e.g. STATA, MATLAB, ArcView), and the scripts and sub-routines listed here have improved my productivity tremendously. They might require an investment in learning how to use them but are seriously worth the effort. Links can be found here, and all of my own scripts are provided "as is":
TextMate - without a doubt, the best text editor for Mac OS X. The seamless integration with LaTeX and other statistical software packages is unparalleled.
STATA and LaTeX
STATA and GIS
Python and ArcView