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. 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