Here are my standard tips for "switchers", just some things that you will find are different from Windows.
Tips for new Mac users:
The red button does not usually quit an application. It merely closes the active window, even if there's only one. The "light" by the application's icon in the Dock will indicate if the app is still running.
Command+Q will quit the application. You can also Ctrl+Click or right click on the Dock icon and tell it to quit.
You cannot see the size of a file or folder in Icon View by holding your mouse over it. You must highlight the item and use Get Info. Or you can use List View, which will show you the size. There are at least four ways to access Get Info, three of them involving the mouse.
If you have two folders with the same name, but have a few differences between the contents of same, don't move one to the enclosing folder of the other. OSX will not automatically merge the contents of the two folders. Instead, it will overwrite the target folder with the one you're moving. The differences in the target folder will be lost forever. You will be prompted to confirm that you want to overwrite. Be sure you know what that means before saying yes!
You cannot selectively delete items that you have "stored" in the Trash. Sorry.
Pretty much all is true.
And notice that most of your stuff on the desktop- is non-existent by default. The Finder is an easy click away to everything. However, *DO NOT* drag the Macintosh HD to the desktop. If you want to view Macintosh HD on the desktop, you'll have to make sure that Finder is displayed in the menubar, and then click Finder, and click on Preferences. There are options there. One of them is to choose what things you want on the desktop. Desktop art lovers (like me) will prefer to have nothing on the desktop. (Unless you're also a geek like me, then you put GeekTool on the desktop- but if you don't know what that is, don't worry about it).
Antivirus is not a necessity (not to mention that Mac OS X Snow Leopard will detect Windows viruses on its own). So unless you're certain you won't be using a Mac in a Windows household, or sharing things with your Windows-using friends/coworkers, you really don't need it. Most AV software (if not ALL) detect Windows malware anyway, and consume resources. There are no viruses for Mac OS X- and Apple recommends you don't download pirated software or faulty/shady codecs- KNOW what YOU are INSTALLING.
Mac OS X is a system that is quicker to use with keyboard shortcuts. Almost anything that involves the Command key will do it faster than a few mouse clicks. For example, hold Command and the letter M. Where did the window go?
To the Dock.
The Dock. It is the most used thing on the Mac. It holds your applications and folders (and the trash) through means of Aliases (which is Mac-speak for shortcuts, sort of). Drag any application and/or folder you want to the Dock. Go ahead, try it. Documents and individual files however- well, that's what Folders are for silly!
Uninstalling *most* applications is a simple drag and drop into the trash. By *most* I mean those that aren't complex- like Photoshop or Microsoft Office for Mac, which have their respective built-in uninstaller. However, most of us here at Mac-Forums recommend (and use) AppClean, App Cleaner and a few others. The Apple menu at the top left in the menubar contains a link for Mac OS X software- some of which is amazing, and free. Regarding portable USB/Firewire storage and CDs/DVDs: they'll appear in the Finder (with an eject button next to them), as well as (by default) on the desktop. If you're done with it, drag the CD, or the external drive to the Trash. It doesn't delete them, the trash turns into an eject icon. Nifty huh? And Apple's modern keyboard contains an eject button for ejecting whatever may be in the disc drive.
Lastly, iLife applications come with your new Mac. If you don't need them, don't use them.
Enjoy!