Accessories

Excellent cut-off wheels, long lasting, but buy the package with the mandrel if you don't already have a couple
I bought this product and the EZ406 product (same but with a mandrel) from Amazon, I'm very pleased with these cut-off wheels for heavier duty jobs, they'll make quick work of 2mm-3mm steel, which is pretty impressive for my money with a Dremel.

A couple of thoughts:

1) The EZ406 package (Dremel EZ406 1 1/2-Inch EZ Lock Rotary Tool Cut-Off Wheel & Mandrel Metal Cutting Starter Kit) includes a quick change mandrel and the same number of cut-off wheels for only a couple dollars more, it's convenient to me to have multiple mandrels with accessories pre-attached (I know it's quick release, it's still convenient, and I have multiple rotary tools) so unless you already have a few 'EZ Lock' mandrels, I'd suggest that package.
2) These leave burns in wood incredibly easily, and yes I have a variable speed Dremel and use the various speeds. Maybe it sounds obvious to some, and admittedly the 'standard' fiberglass wheels do so as well, but even for a small quick wood cut I'd suggest taking the time to swap out for a plain old (non-fiberglass) heavy-duty cut-off wheel. Works fine for plastic though, cuts like butter.

Expensive, but timer-savers
If you've used other Dremel bits, you know they can explode easily. This one installs in seconds and cuts like a dream, and is reinforced so it doesn't disintegrate when you use it. No more screwing disks onto shafts, gotta love that. 4 stars, not 5, because it's expensive.