I think that the single best thing you can do to improve your productivity is to add a second monitor to your desk. I was happy to see that someone else has jumped on this bandwagon. Michael Morse recently explained:

I can tell you that out of all the new technology that I have introduced in my office in the past few years, the second monitor has made the biggest splash.  I tried it first, and then I got 2 more for a couple of my secretaries.   After a few days I pretended that I was going to take it away from them and they freaked out!

I could not agree with Michael more. If you have never tried dual monitors, check them out immediately. You will be amazed at the improvement in your efficiency.