Having had my iMac for about a month now the ones I have found that I like are JustLooking (replaces the in built picture previewer one with a much better one), Adium (MSN/AOL/ICQ/etc client) which is better than MSN messenger for mac (which is buggy as hell anyway), Google Chrome (I prefer this to Safari, you can get Firefox too if thats more your taste), Libreoffice (freeware Office app, the sucessor to Openoffice), Handbrake for converting Video, VLC for playing what Quicktime can't and Totalfinder which is an upgrade to finder. The are alternatives to finder such as Forklift and Pathfinder however having them as extra file managers instead of the default one can be a tad annoying.
Finder is currently the most annoying thing about Windows to Mac transitions imo as not only is it vastly inferior to Windows Explorer but also to Linux Nautilus which is developed/supplied for free >.>