These are some of the things that are in my SQL Toolbox (in no particular order).  Most are free and some are available for a small fee:

• SQL Server First Aid Kit  by Brent Ozar
  • this includes sp_Blitz, sp_BlitzIndex, sp_BlitzCache (my personal favorite)
• DMV Diagnostic Queries by Glenn Berry
  • support for 2005, 2008, 2008 R2, 2012, 2014, 2016, 2017, 2019 and SQL Database in Azure
• SQL DiagCmd by Mitch Wheat
  • quick down and dirty tool that uses Glenn Berry’s DMV Queries and automatically exports to spreadsheets.
• Idera Free Tools — ok, technically this isn’t just one tool; but I have never been disappointed by any of their tools.
• SolarWinds SQL Plan Explorer — this is a tool I am quickly learning how to use!  fantastic way to look at query plans!