1. 512MB+ Memory Card
Great for trips/vacations, 512MB at maximum quality on my 3.2MP cam works out to about 380 pics. A large amount of memory for your camera is an investment you won't regret. Running out of space on a vacation -- and being forced to delete shots to make room -- sucks.
FYI: Frys was advertising a 1GB CF card for $90 last week.

2. Rechargable Batteries
NiMH batteries last far longer than one-use batteries (in digicams). I recommend buying enough batteries/chargers to keep one set in the camera and another in the charger ready to go. I have a set of four Sony (2100 mAh) NiMH batteries and a charger that I picked up for under $20. (My cam only requires two at a time... the other two remain in the charger until needed.)

3. USB2/FireWire Media Card Reader
Most cameras transfer photos via USB 1.1 (slow...especially with large memory cards). Multi-format card readers are good for broad compatibility (for instance, a friend brings a cam over and forgets the data cable).

4. A Basic Tripod
Even a tiny/cheap tripod will greatly improve image quality in dimly lit scenes (eliminating camera shake), and it’s allso handy for framing no-flash/portrait/timed shots.
 
Finally, don't install the software that comes with the camera, which can bog down your PC -- use a card reader, Photoshop, etc