This list however isn't completed, so if anyone knows more tools for development in UT/Unreal, please post them and I will update this first post.
I think tutorials are good to place too as tools, since they are your best friend to know what to do, and when trial end error just isn't enough.
And not just the name of the tool, a link would be very apreciate, for download or the site with the content and description

-= MAPPING =-
UnrealPolyEd - Easy terrain creation
MapScale 2.0 - It scales your maps
Mesh Maker - Convert decorative brushes into decoration meshes to use in maps
TexAlign 2 - Helps you to align correctly the textures in your map
ASE to T3D - Converts from ASE 3d format to Unreal T3D
UED2.0 Tools - A new pack with new brush builders to map with Ued2.0
C++ Particle Emitter - Particle and wheather emitters for UT/Unreal mapping
Terra Edit - Used to build terrain with heightmaps.
U-Light Full - Let's you select a color from a color pallette, like in paint and gives you the RGB values, and the saturation, hue, and brightness values needed for unreal ed.
Real 2 Unreal - This takes in real measurements (feet and meters) and converts them to unreal units. It even takes rotations and angles in degrees and converts them to the needed rotation values in UnrealEd.
Return To Na Pali - UT - Return to Na Pali for Unreal Tournament (RTNP packages for UT).
-= MODELLING/SKINNING =-
UnrealFX - Let's you to set special flags to your unreal mesh in _d.3d and _a.3d format, as translucent, 2-sided, unlit and so on
UT Skin Maker v2.4.1 - Helps you to skin a model to UT
3ds2unr - Converts 3d studio meshes to unreal 3d format
MilkShape 3D - A great 3D modelling program for low poly modelling and animation for games such Unreal/UT (it includes its own exporter/importer for Unreal 3d format), but is paid too :\
Blender - An extremely powerful 3D modelling tool, open source
GIMP - A very powerful image editing tool, use this program to create or modify textures, open source
MapZone - A free program that allows to create easily textures mixing several parameters
Actor X - The ActorX plugins are used to export skeletal meshes and their animations to binary file formats (.psk and .psa, respectively) that the Unreal Editor can import.
How to make seamless textures for games 1.00 - Learn how to tile images seamlessly in this eBook. Find out how to create tiled textures using Photoshop. These tiling techniques can also be used in other graphics editors.
Unreal Model Viewer - Capabilities:
* Loading packages from some Unreal Engine based games
* Visualization of skeletal and vertex meshes with animation support
* Viewing supported material types
* Export of skeletal animations and meshes into ActorX format (.psk and .psa)
* Export of vertex meshes into Unreal .3D format
* Export textures into tga format
* List of packaged objects (.u, .uax, .ukx, .utx etc).
-= SCRIPTING =-
UMake - Compile your files (uc, _d.3d, _a.3d, and so on) into a .u package whithin a few seconds with just a few clicks
WOT Greal - A great tool for scripting, but it's paid :\
Extended Skeletal Animation Support - Good for coders that want to "control" the skeletal meshes bones position and rotation, only for not animated meshes (alpha version)
UnrealScript Studio - UnrealScript editor based on Visual Studio. In order to use it you need Visual Studio 2005/2008 (standard/pro) or Visual Studio 2008 Shell. It's made for UT3, but it also can be used with UT1.
ConTEXT - Awesome small, fast and powerful freeware text editor. It has many highlighters (also for UScript).
PKG Commandlet - Very useful commandlet.
UnrealEngine 1 PreProcessor - Unreal Engine 1 new preprocessor
Unreal Engine 1 Commandlet PreProcessor - Commadlet preprocessor integrated with UnrealEngine.
The Complete UnrealEd Reference Guide - A huge collection of tutorials and documentation on mapping, scripting, texturing, and more. Probably the most complete reference guide available.
yrex Tables Editor - lets you change names referenced in a package, which can be used if you want to rename one of your packages without breaking your map
-= SOUND/MUSIC =-
RMusicPlayer - Plays mp3 and ogg music in Unreal/UT, besides other formats and functions
UMXPlus 1.0 - An alternative to use mp3
Unreal Media Ripper - UMR rips Music and Sound class objects from .umx and .uax files in Unreal or Unreal Tournament. It rips all the exports in the file that it understands (currently 'xm', 'it', 's3m', and 'WAV').
ModPlug Tracker - Open and edit the *.Umx files, or make your own music(supports S3M, IT, MOD, XM). Its very similar to the program the composers of unreal used to make their music.
-= MISC =-
Umod Tool - Extracts Unreal/UT files from umod packages
Unreal Tournament Packet Tool (UTPT) - allows you to extract meshes, textures, sounds etc from several unreal engine 1 and 2 games. Warning: Newer uengine 2 games like the actual versions of Americas Army are not supported anymore
RunMap - A small utility by eGo to launch certain maps in Unreal with certain settings.