Welcome to the WONDERFUL world of OS X! The lack of a need for uninstalling apps in OS X is one of the nicer things about the OS.
First what you should understand is that most OS X apps come in what's called a package. It's a special folder that has all the program files inside it. By default, when you double-click that package, the OS just auto-runs the application that is really inside the package. You know how Windows has auto-run CDs? Think of this as an auto-run folder. There are a few apps that don't use packages yet and just have all their files inside a normal folder. In either of these cases, just delete the "icon" or the folder of icons and yer done. There is no registry.
Now... not all apps come in a package like that. Some are more complex and do come with installers. All these installers really do is put extra required files in the right places in the Library. Those apps usually have an uninstaller to remove all the files, but typically a sharp user can hunt down those files on their own anyway.
So to answer your question... no, there is no uninstaller (barring some apps that have their own contained in their installer app), nor a real need for one. Most apps do make a preference file that gets left behind if you merely delete the "icon", but they are very small and have no real impact on your system. If you really want to be rid of them, then do a Spotlight search for the app's name... you'll find anything else that may be lingering. For apps that you had to install with an installer, I'd stick to using their uninstaller also. For all those that you simply dragged and dropped to your Apps folder... just delete them. It's really that easy.
There are 3rd party uninstallers like AppCleaner as suggested earlier, but all they do is root out these extra files and really just aren't necessary. And since they are 3rd-party... I'd be concerned of some chance they'd delete a wrong item by mistake, or miss something.
BTW... here's another thing you can't do in Windows... rearrange your Applications folder! That's right... if you find the Apps folder is just too cluttered, then you can categorize and move the apps to new folders without reinstalling anything. OS X just knows where they went to!