These are the things I've found most useful in transitioning to an observant life.
Timers. Environmentally friendly and useful for kicking out Shabbat dinner guests who won't leave at a decent hour! I usually set mine to go off at 1am, but most people seem to prefer midnight. They're cheap: about $10 for a timer that may have one or many plugs. However, they can only be used with electronics that plug in.
Shabbat plate. It's like a blech, but less likely to burn down your house. And it can be set on a timer! Granted, I never make enough food to need it, but I love knowing it's there.
Crock Pot. If you're single, they make a half-size crock pot, which is the best thing ever. It makes exactly 3 meals for me! The only problem is adjusting recipes. I just keep throwing stuff in, and as is the beauty of the crock pot, it turns out fine every time. Regardless of how much food you need to prepare, the crockpot is the best kitchen appliance ever.
Kashrut stickers. Those little red, blue, and green stickers that say "meat," "dairy," and "pareve." Trust me, you're going to label every surface of that kitchen. So much so that your Jewish friends and family are going to make fun of your knife set's individual labeling for the next 15 years.
The Shabbos Clock. This is an actual product from the people who make the Shabbat Lamp. I haven't tried a Shabbat Lamp, so I don't know its level of awesomeness. However, the Shabbat Clock is a-may-zing! You can set 5 alarms so you can cover (1) the time to wake up for shacharit services, (2) a snoozed Shacharit alarm, (3) the time you'll actually wake up for Shacharit, (4) a wake-up call from your Shabbat afternoon nap so that you can make it to mincha/maariv, and then (5) is left for whatever other time you need!
Bookshelves. You're going to need a lot of these. Granted, I've noticed that most converts are already book nerds, so we all already own a lot of books and bookshelves. Don't worry, no matter how many empty bookshelves you have, you're going to need more.
Plastic silverware and paper plates. I've never felt so un-green in my life, but these save my life on a regular basis.
Dress shoes that don't make your feet bleed even when you walk 4 miles in them. Inevitably, the family that likes to invite you for Shabbat dinner on a regular basis will be 2 miles in the opposite direction of your house.
For women: Leggings. They will save you from Marilyn Monroe moments, are good when you develop irritated skin on your thighs, and are awesome for hiking! Similarly, sweaters are the easiest way to add sleeves to a non-tznius shirt. Don't throw out those shirts without getting creative with them first!
Reflective wear for Shabbat walking. My community has unfortunately suffered several hit-and-run accidents on Shabbat. Late Friday night walks combined with buzzed/drunk drivers and no sidewalks has had deadly effects in my community, and doubtless in other communities as well. And yes, you will look like either (a) a crossing guard or (b) a Girl Scout. But it's better than being a dead or maimed.
A final note: Non-kasherable kitchen items might be okay for people who are used to keeping kosher. However, for us newbies, I HIGHLY suggest making sure that everything you buy is kasherable for those inevitable mistakes. For example, my silverware and knives are all a solid piece of metal, which was accidental, but the best accident ever. When I move next summer, I'm going to replace everything else with all-kasherable items.
UPDATE: For your viewing pleasure, I've included a picture of my kitchen labeling skillz. Because I rent, I didn't want to use stickers on the cabinets and dishwasher that I couldn't remove! And yes, my knives are individually-labeled with the nice stickers. But at least I sort of have an excuse: instead of buying two (or three) sets of knives, I took a really nice knife set and divided it up.