These bookmarks are called bookmarklets. Most are simply search engine kinds of things, but there’s a SWEET DOM inspector, and there are lots to do calculations, color analysis, etc.
One of the coolest things I enjoy about them is that I can highlight some text on a page and click the bookmark and it automatically searches for that phrase or word. That’s very handy for looking up products on PriceGrabber or Wikipedia.
I’ve found them all over the web, but I haven’t yet found a really comprehensive listing of them. I think something like Yahoo would do well with them. In the meantime, here’s my list.