In Firefox you can pick keywords for your bookmarks. I find this very useful for quickly loading websites.

One feature on Mac OS X that I miss on Windows, is the on-screen volume display. Sure Dell has the QuickSet application that displays an on-screen meter when adjusting the volume. However, I noticed that sometimes the volume meter would either display behind windows or not display at all. Also, it appears that sometimes the caps-lock key would steal focus from the current window when QuickSet is installed.