1. Admin Menu - essential navigation module in admin area. It allows to clear the cash in one click or to launch cron being at any page of the site.
2. Module Filter -is used for easy and fast navigation in modules list at your website, especially if there are a lot of modules installed. It allows to find the needed modules easily with the help of search field and to filter them.
3. Devel - allows to view call functions stack during the debugging, the list of database queries and their runtime, it enambles to identify longtime running queries and the module generates them, that can cause slow site loading.
4. Theme Developer -is usuful for beginning themes developers. It allows to define what module generates each code or what theme template is used.
To install a new module at your Drupal site you need to find the needed module at the official Drupal site and to copy the link from Recommended releases area to tar.gz archieve. Then click the link Install New Module at your site, on the modules page. You will get to the page http://yourdomain/admin/modules/install, paste the link to the field "Install from a URL" and click the bitton "Install".
Then switch on the module on the modules page.