Probably blkindex.dat, it is located in the datadir, depending on your Operating System:
- Windows %APPDATA%\Bitcoin\
(XP) C:\Documents and Settings\username\Application Data\Bitcoin\
(Vista, 7) C:\Users\username\AppData\Roaming\Bitcoin\ - Linux $HOME/.bitcoin/
/home/username/.bitcoin/ - Mac OSX $HOME/Library/Application Support/Bitcoin/
/Users/username/Library/Application Support/Bitcoin/
But if you delete blkindex.dat, it will start to download the blockchain again. So that could take a long time...
If you don't have bitcoins in the client yet, you could give multibit a try. It still needs to download blockchain data but
should be much faster.