My GPS comes right to mind. The TomTom One actually turned out to be a great little machine. It has a relatively small screen (it's supposed to be portable, even has a bike mount optional), and my first battery was defective, but it locks onto satellites really quick and works well.
I use my laptop, but I guess that is not a gadget, my external HD, my USB stick....And soon my HTC Tytn...... Next month and it will be mine, now that will be my little gadget.
My laptop, cellphone, USB stick... I can't believe how dependent I have become on these 3 things. I'm on my laptop about 60-75% of the day and that includes using my cellphone while I'm online doing research or replying to emails.
I love my Tapwave - it's a Palm OS handheld with a great screen and a tough case - I use it as my MP3 player, video player, gaming machine, calendar, and for WiFi surfing when I don't have my laptop with me.
Yes I must look into getting me one of those GPS trackers for the car, think I can save hours as well with that one. Some friends have it and it performs wonders for them.