For people new to OS X, here are a couple downloads that should help. Just google it, I don't have time to post links right now...
Video
Perian - open source DIVX codecs for Quicktime. Every codec you need in one file that updates itself.
Flip4Mac - lets you play WMV's in Quicktime
VLC - it plays everything, and looks nicer in OS X!
Utilities
Quicksilver - Just download this program now. It's an extensible app launcher, but it does so much more that I can't explain it succinctly. Download it now!
MenuMeters - stats in your menu bar
iStat - stats on your dashboard if you so prefer
Internet/Torrents
Transmission - Best lightweight client out there. You can get Azureus, but it is still a resource hog on OS X.
Firefox/Camino - My biggest knock on OS X is that neither Firefox/Camino, or Safari by itself can get the job done for me. Maybe when Firefox 3 comes out I won't need 2 browsers, but who knows. Safari is lightning quick, which is why I use it most of the time, but every once in a while it doesn't render a page properly, and thats when I turn to Camino. Always good to have another browser just in case Safari can't load something (usually quite rare, but it's good to have).