Some of my personal favorite windows applications

Wine
Run windows programs on linux!
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Compiz and Unity tweak tool
Do fancy things such as wiggly windows!
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Virtualbox
Run windows virtual machines for those that have trouble in wine
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Skype
Gaming chat!
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Gimp
Image editor. Very useful!
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Classic Menu Indicator
Dropdown menu of all the programs installed on your computer!
Install from the Ubuntu center

Steam
There are a lot of games for linux now days!
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Kazam
Very nice free screen recorder for linux
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That is about it for must haves! Please post your favorite linux programs in the comments!