Every few months a client calls in a panic because they deleted something important, formatted the wrong drive, or had a power cut mid-write. Most of the time the data isn't actually gone. Deleting a file just removes the pointer to it; the bytes sit on the disk until something else overwrites them. That's the whole basis for data recovery.
The biggest mistake people make is continuing to use the drive after they realize something's missing. Every new file written increases the chance of overwriting the data you're trying to get back. So:
For Windows, my go-to free tool is Recuva, made by Piriform, the same company behind CCleaner.

It handles the usual suspects: photos, Office documents, PDFs, even music pulled off an old iPod. Two modes matter:

One feature people don't expect: Recuva can also recover unsaved Word documents from temporary files if an app crashed before you hit save. That's saved a few people a full afternoon of rewriting.
A normal scan recovers files most of the time, and a deep scan picks up most of what's left after that. Nothing recovers everything once a drive has been heavily overwritten, so the earlier you stop and scan, the better your odds.