Including extensions, the must have extension from GExperts is GDebug. It's comprised of a unit and an executable.
When you include the unit you insert send messages through out your code to notify you of events, variable values, progress, etc.
The executable creates a system tray icon that simply captures all the messages and time stamps them.
The messages work inside and out of the IDE, but it's rather easy to drop some checks for 'DebugHook <> 0' into the gdebug.pas unit if you want to mute it when not debugging.
This simple tool has greatly simplified my life for situations where I don't want to setup break points, steps, hit counts, watches, etc. or for situations where the behavior is sporadic, different under the ide or not even necessarily erroneous.