Another cool thing is the hot corners. I don't think it is unique to Mac but I never use it in Windows. Anyways, you can assign a function to the four corners of the monitor. For example, for me, the top right corner shows all open windows, the bottom right shows the desktop and the bottom left starts the screeensaver.
Also, the screensaver has an option to make a big picture out of many small ones. That is pretty cool. Can't remember what it is called.
As an aside, I was watching a movie on my pc and got infected up the yin yang almost instantly. On the mac, the same movie, nothing. Just saying, for what it is worth.
Another thing, I have heard not to use the Admin account for regular use, but I had already set up everything how I like it and am too lazy to redo. So, set up a normal account for everyday and and admin to use only when necessary.
Some other security thoughts here: Guy is pretty paranoid but some good tips
(The site is down now but they are working on it)
http://www.securethoughts.net/index.html
I haven't figured out the spaces thing yet.