I love Windows Live Writer
It is quickly becoming an indispensable blogging tool. Think of it as a Word Processor for blogging. I can easily start on a topic, then save it for later. I know WordPress and Blogspot allow drafts to be saved, but WLW makes it tremendously easier.
One big advantage is that if I want to include the same post (like this one) to my multiple blogs, I can easily publish to one blog then publish to another and another (without re-typing any info).