It only took me about 1 hour to change all the immediate settings for the Macbook Pro once I got leopard installed. Some things from a PC background seem counter intuitive, but all in all it's really simple.
As far as your files, are your computers connected to a wireless router? I haven't connected back to my PC yet, so there may be additional configuration steps, but you should be able to connect and share them across the network.
OR, you could transfer them on your ipod
OR you could burn them onto CDs (if you have MP3 files).
ORRRR.... no, that's all I have.
Some things that I would recommend off the bat are to update your software. Especially if you are using Leopard. My shipped version of Leopard would not run the ilife suite of apps until I updated them all.
Secondly, I would recommend downloading a fan control utility. I didn't find that the macbook regulated it's fans too well (and honestly not perfectly with the fan utility).
Then of course you can download free apps to handle your FTP, Media playback, etc. I personally hate quicktime, and am STILL trying to remove it as the standard media player for some file extensions, but whatever.
I am still in the first week of owning my macbook pro, I love it!