Some time ago I switched to Mac OS X for my day to day work, using Windows only in a virtual machine for when I absolutely needed to use Visual Studio.
I just got a new 15" MacBook Pro as part of an initiative to roll my entire team over to Mac as our day to day platform (story for another day) and thought I would document my setup for their benefit (and anyone else's).
Step 1 - System Settings
Updates - Do Software Updates until you can't do any more.
Seriously. Just get it out of the way now.
The equivalent of "lock workstation"...