What they said, although I'm less familiar with some of the apps Palomine mentioned.
Switcher, you're more into the low-level geek stuff, right?
- Growl - a notification system, and there are quite a few apps which support it (Firefox being one) -
http://growl.info (the site lists Growl-ready apps)
- Adium for chat. Think of it as Trillian for the Mac, only more nimble, more soothing to use (visually and aurally). And it's Growl-ready. -
www.adiumx.com- Skype, if you like that sort of thing. Growl-ready.
- Fink - think of it as apt-get for OS X -
http://www.finkproject.org/- Mac Ports - think of it as BSD ports for OS X -
http://www.macports.org/- Fugu - to OS X what WinSCP is to Windows -
http://rsug.itd.umich.edu/software/fugu/- XChat - if your business calls for IRC access - Growl-ready.
- TextMate - a kickass text editor (contextual markup, and all sorts of stuff I'm still trying to get my head around); not free, but worth it -
http://macromates.com/- Tunnelblick - OpenVPN client (borne out of the Google Summer of Code) -
http://code.google.com/p/tunnelblick/- VoodooPad Lite (or Pro - I recommend Pro) - more than just a note-taker or personal wiki, it's a dumping ground for your brain. You can paste screenshots in addition to all sorts of other wonderful stuff. It auto-saves at various points (so you don't have to), and the built-in search is quite impressive. -
http://www.flyingmeat.com/voodoopadpro/- VLC (don't think anyone mentioned this yet) as the usual standby
- LocationChanger - I haven't used it myself, but I had the note handy, so I thought I'd pass it on. -
http://tech.inhelsinki.nl/locationchanger/I've also snagged apps such as Yasu, Snak, SSHTunnelManager, Meerkat (something to do with ssh tunnel mgmt), JellyfiSSH (another ssh tool), Cyberduck, Camino, but haven't used them much, so can't remember what all of them do. I'm pretty sure that Conversation and I think Snak are IRC clients. Cyberduck is an SFTP/FTP client.
That should be plenty to get started.
If you find you're having gaps in functionality vs what you do today on Windows, just let us know and we'll likely be able to point you in the right direction.
Before I forget:
Mac OS X Leopard from The Missing Manual series (two-tone green on white background covers the book) has got some great stuff in there.