An essential piece of kit that I will be buying someday, along with a set of crampons, as my hiking exploits go further and further afield each year:

Buying an Ice Axe : http://outside.away.com/outside/gear/gearguy/200701/20070112.html

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Updated 2021 : note that the above post is out-of-date, given this post was originally published in 2007, but is left here for archival purposes. I have unlinked the original external link as it is now dead.