"I hate that noise my Mac makes when changing the volume"
By default, changing the volume on a Mac will result an audible chirp. If birds could burp, this is the sound they would make. While tolerable with your Mac's built-in speakers as well as external speakers, the noise can be a bit startling when you have your headphones on. To disable, navigate to the "Sound" portion in System Preferences and uncheck "Play feedback when volume is changed." Now that's a sound decision.
"Why are the scroll arrows next to each other?"
Whether it's a Finder or Safari window, Mac OS X places scroll arrows next to each other by default -- in contrast to their top and bottom placement in Windows. If you find that your scroll arrows need some space from each other, head on over to System Preferences and click on "Appearance." Within the "Place scroll arrows" section, select "At top and bottom."
"Give me my translucent menu bar!"
When Mac OS X 10.5 Leopard first shipped, many cried foul at its menu bar: it was translucent. And whether you liked it or not, you couldn't do anything about it. It wasn't until the 10.5.2 update, a full three months after Leopard was released, that users could disable it. To toggle translucency in the menu bar, head on over to System Preferences and select "Desktop & Screen Saver," where you'll find the "Translucent menu bar" option at the bottom.
"I wish I could rearrange items in the menu bar"
After making your menu translucent (or not), you may want to tinker with the menu bar some more. Much like how you can rearrange icons in your dock, you can also arrange the icons in your menu bar. To do this, hold down the command key and then click on an icon to move it around. Similar to moving an icon out of your dock, moving an item out of your menu bar results in a cloud poof.
"I prefer right-clicking with two fingers"
The coming of the unibody MacBook and MacBook Pro brought a more conventional way of right-clicking: the bottom right corner (or left, if you're left-handed) serves as a right-click. However, my fingers have grown accustomed to right-clicking using two fingers; I find myself constantly doing this on PC-based notebooks, obviously with no luck.
The only way to right-click on non-unibody MacBooks and MacBook Pros (and on late model PowerBook G4's) was to use two fingers. To enable two finger right-clicking on the unibody MacBook Pro, select Secondary Click under the Two Fingers option in Trackpad preferences. On non-unibody models, select "For secondary clicks, place two fingers on the trackpad then click the button." And if you have an older model PowerBook or an iBook, some have found success with iScroll2.