OS X typically uses .app files for programs. The .app file is actually an archive of all the files needed to run the program. Most programs will copy over nicely simply by dragging the .app file over to the other computer (if you've got them connected over a network), or you could use a USB flash drive to copy it over to the other machine.
Keep in mind that not all programs (an example would be Microsoft Office) are entirely self contained in a .app file (this is usually true of those programs that have an installer routine). Also, it's sometimes not legal to have a program installed on more than one computer in your household (again, Microsoft Office is a good example of this).