CDX - Wrapper classes for DirectX (Free)
I think they're pretty cool and I'm currently using it to write a "shmup" (shoot 'em up).
They've basically wrapped DirectX and added a few classes to support 2D and 3D games programming, although I haven't checked out the 3D classes yet.
I find it quite useful and easy to use and would recommend it to anyone who doesn't want to get bogged down by the DirectX COM interfaces.