I'll try one example...
I have a program for my mac called iSale which manages ebay auctions. It's completely integrated, without entering any setting of any kind, with all the relevent apps. I saw I want to add a photo to my auction, it presents my iphoto library. I create an auction it puts reminders in my calendar etc. I just don't know of any program with this kind of system wide integration on windows (bearing in mind I've never had to tell it what app i use for my calendar etc).
CS3, I prefer the interface on mac. Difficult to describe, you'll just have to see it but I prefer how it works to the windows interface.
In the end I think that apps are easier to use on mac but the main reason I use it is because it's easy. I have a job which demands that I'm an expert in Windows and Linux (and IP networking) but I don't want to have to spend my life tweaking windows to work properly at home, my laptop is just a tool at the end of the day and I need it to work first time every time. Mac does that for me, I've always been able to switch on and do exactly what I needed straight off. I can't say that about a windows system unfortunately (and I design service provider systems for a living so thats not a question of my ability)
It's difficult to grasp. Before I got a mac I couldn't see what the difference would be, and I only got one because the app I wanted wasn't available on windows. A few months later I got rid of my windows machine because I just didn't use it any more...