There are quite a few free components and sets of component, here are
some that I like:

ComponentScience's "ElementEx" set
http://www.componentscience.net/Elements/Ex/

Some really nice UI components, free for personal / home use:
http://www.divil.co.uk/net/

Glacial ListView
http://www.glacialcomponents.com/ProdDetail.aspx?pid=GlacialList

QuikSoft FreeSMTP.NET
http://www.quiksoft.com/freesmtp/pressrelease.asp

and of course, there a TONS of good articles and free components on
www.codeproject.com

Marc