Like most writers, I'm a dictionary and thesaurus junkie. (If you ever want to bribe me, a set of OED would be nice.)
I use good old weighty tomes like the Random House Unabridged (a favorite of Kurt Vonnegut's) and the lighter weight, but no less authoritative Oxford American Dictionary. I'm also partial to Webster's Collegiate.
My Roget's International Thesaurus is still my favorite because I love the way it organizes words by concept... not alphabetically. It helps trigger new ideas and better word choices (like finding noun and verb substitutes for adverbs). But a rival newcomer has some nice features and tools for finding the right word: the Oxford American Writer's Thesaurus.
I don't stop at dictionaries. I also refer to usage mavens from Fowler to Strunk & White, to Safire.
More and more, though, I find myself checking online dictionaries. Mainly for convenience and speed. But I don't just use them to check a definition. In minutes I can consult a symposium of wordsmiths until I zero in on the exact word I want.
Three I use constantly are 1-Click Answers (from Answers.com), WordWeb and CleverKeys (from Dictionary.com). All three work inside any application. You may never use Word's anemic thesaurus again!
While you're at it, pick up a few of these:
Onelook.com -- More dictionaries than you can lift... all on one page. And don't miss their Reverse Dictionary -- not your father's thesaurus!
Bartleby.com is an entire reference library on one site.
And here are two Swiss Army knives for all kinds of research and reference:
Refdesk.com and the home page of savvy journalists: Reporter's Desktop
What are your favorites tools?