Extraneous Scripts
I recommend these scripts, written by prominent AHK users.

Win32 Constants Library by Tuncay
Look up all those "magic numbers" you need to use with PostMessage and SendMessage.

WM_NCHitTest by Andreone
Find out what's under your mouse cursor.

ManyTetris by Icarus
A Tetris clone with easily customizable templates to define game pieces and variables.

Connect 4 by Pekoe
A well-done AHK version of the classic game. The AI in this one is quite good.

Scriptlet Library by Toralf.
Store and organize all those small functions and snippets of code that you reuse over and over in different scripts.

AHK Window Info by Toralf.
A replacement for the AutoIt3 Window Spy currently bundled with AutoHotkey.

Enumerate Processes by Shimanov.
Similar to the Windows Task Manager, provides a list of running processes as well as their command lines.

Isense by Majkinetor.
AHK scripting monitor and syntax helper, an improvement on Rajat's "IntelliSense" currently bundled with AutoHotkey.