I love Panic's Coda software, but when you first get started you might have some questions about what plug-ins to install. There are a few that I consider absolutely essentially. I'll share some here and explain why they're so important. Oh, by the way, I obviously develop on Mac OS X and usually am programming in PHP on Apache servers, so that's where I am coming from here. Post a comment if you have any other suggestions or questions!
1. Coda PHP Toolkit
This plugin helps you validate your PHP code inline, allowing you to spot errors before going to your web browser for testing. Very helpful. It also allows you to Tidy your code and strip white spaces. It's great.
2. Apache Configuration Module
When I first setup a new box and get Coda installed on there the first thing I do is setup a "Site" for editing my local XAMPP configuration and adding new vhosts. Obviously, a minor annoyance is that there is no built-in module for viewing apache configuration files. I love this plugin.
3. Lorum Ipsum Plugin
This really simple plugin just generates gibberish text useful for creating mockups that have content that looks slightly more realistic than "123. 123. 123. 123. 123. 123. 123" copy and pasted a million times.
4. MD5 Hash Plugin
This simple plugin helps when you're debugging things that need MD5 content like passwords and gravatar URLs. It's really basic, but I've used it a lot, actually. It's highly recommended.
5. PHP Docblock Generator
I know, comments, really, but they're actually really important and this will automatically add a comment to your function that includes the parameters and some basic information. Quite nice. And helps your comments maintain a bit of posh formality.
6. Pastie Plugin
Pastie is a simple site that lets you post snippets of code for yourself or sharing with others. This plugin makes it super easy to share your code with the world!