Hardware
Keyboard and mouse
Everywhere I have worked I have brought my own keyboard and mouse. Those are my tools, my hands are on them about 8 hours a day. It is important that they be just right.
Nowadays, I am using two expensive peripherals that I wholeheartedly recommend: a mechanical keyboard by Das Keyboard with Cherry MX Brown switches, and a four-button Kensington SlimBlade trackball (and the 2-button Kensington Orbit Trackball with Scroll Ring for my laptop bag). The action of the mechanical keyboard is superior to that of standard, cheap, plastic membrane keyboards, which helps me type faster, more accurately, and more comfortably. The trackball helps reduce hand motion, so I don't get cramps or aches, and the extra buttons can be mapped to useful shortcuts, such as cut and paste. I admit that trackballs are not for everybody; a side benefit is that no one else wants to use it! You might get a good mouse with extra buttons, or a trackpad that supports gestures, to get more out of your pointing device than the standard 2-button mouse provides. Also, there is nothing stopping you from using multiple pointing devices at the same time, each for its best purpose.
Whatever peripherals you use, be sure to install and configure the drivers that come with them, rather than settle for Windows's built-in keyboard and mouse support. The drivers often add features, such as custom key bindings, that make the hardware more customizable and more useful than it is out of the box. (You may need to call tech support to get temporary administrator access to install the drivers on your work machine. That has never been a problem for me; I just explain the nonstandard hardware was approved for ergonomic reasons, and tech support helps me install the drivers.)
Multiple monitors
The more screen space you have, the more applications and documents you can view at once without flipping back and forth between them. The productivity gains that result from this are huge.
Though none of my employers have not provided multiple monitors, but all of them since 2005 have provided me a laptop and a monitor at my desk. With such a setup, and a little ingenuity, you can set up Windows to extend your screen to the second monitor (rather than mirror it), and take advantage of both the built-in screen and the external monitor at once. To me, doing so has always been obvious. But everywhere I worked, I was the only one who took the trouble to set this up.
Sometimes, a little ingenuity is necessary to make things work. On an older laptop I had in 2005, I had to connect the laptop to a dock before dual monitor support would work. On my most recent work laptop, I noticed it had two different external monitor connections: one VGA and one DisplayPort. I connected two identical 23-inch monitors to it, one with each type of connector, and found that it worked. If your laptop lacks 2 external display ports, you might try a USB display adapter.