Updated March 7, 2011: I discovered you can also install the same scripts into Chrome. Chrome supports user scripting without the need for Greasemonkey.
Today I discovered 2 scripts for Salesforce.com that make administering Salesforce.com just a little easier. The first removes the click needed to display the menu that is displayed under your name. Most commonly used when you want to go to the Setup screen. With Salesforce.com Setup and Apps Hover Links, by just hovering over your name, the menu expands. It's simple, but quite nice.
The second script is quite powerful. Setup Enhancer for Salesforce will add a search box above the setup menu, making it considerably easier to find what you're looking for. It was this script that won me over, realizing there were benefits to be had using Greasemonkey.
There are many, many more scripts available at userscripts.org.