Some things I really like and some I really hate. Overall though I like it (Macbook Pro 13" base model - no upgrades).
I don't know why but I thought it would load applications faster than it does. Though, the overpowered Dell I bought last December is even slower. Why do I have this feeling my Mac should load applications faster? I don't know.
I don't like traversing the file system in the Mac. Perhaps its familiarity with Windows. File search on the Mac is infinitely faster though. I like that Macs are true multi-user operating systems. I can separate work and leisure better that way.
I didn't think I would care but I really like that the battery lasts a long time on the Mac. I pretty never used battery power on Windows laptops because "3 hours time remaining" ended up being 45 minutes.
The overall user experience is much better but I'm still getting used to it. I really hate that I can't create a folder at the time I save a document. Maybe there's a setting I don't know.
The most telling thing I can say is that I'm fairly certain that I'll never get a Windows machine again. With less ram, less video card power, less processing speed, my Macbook is much more responsive and the screen is much better.
The Finder sucks, a lot, so file system traversal can be a pain. There are free alternatives though nothing comes to mind right now.
You can create a folder at save-time - there should be a disclosure/down-arrow button to the right of your file name textbox (this is a universal cue for "click here for advanced options"). This will roll out the advanced settings.
This gives you all the standard file system manipulation abilities you're looking for, including New Folder.
command-shift-n to create a new folder even in a save dialog.
command-shift-g to quickly go to a filesystem path (supports tab completion. It's unix filesystem, so ~/ == your home directory. ~/Doc[tab] will take you to your Documents folder, etc).
As for speed - RAM upgrade and an SSD make all the difference in the world (as they would for windows as well).
Oh, also, if you're new to the mac, you might need some of these:
While Quicksilver is supposed to be more powerful, it just never really clicked for me and didn't feel very smooth. Alfred felt like it fit it better and let me do what I wanted to do - especially with the powerpack installed.
Mostly I just use it as an app launcher, file finder (start with ' and only searches files), and file browser (start with / and you're browsing the filesystem). Anything much beyond that was just overkill.
Regarding the screenshots, I find that 90% of the time I'm taking screenshots it's to show somebody something, so I really like CloudApp. (getcloudapp.com) You do the usual shift-cmd-4, but instead of copying the screenshot to the clipboard it uploads it to their service and copies a link to the clipboard. On top of that, their site is really clean.
I like Skitch.com, similar idea, but it lets you choose what you want to take a picture off, and provides a basic image editor (handy for adding annotations, highlights, etc.) before upload.
Paintbrush makes for a good free image editor (http://paintbrush.sourceforge.net/) — I use Pixelmator as an almost-Photoshop replacement, but the former is good if you want something really light.
when I used a mac, I really preferred Terminal over iTerm (esp. for the large buffer size of term). I could do anything I wanted with Terminal (VT100 emulation etc. etc.)
I really hate that I can't create a folder at the time I save a document.
There is a "New Folder" button in the bottom left corner of the (expanded) save dialogue box. But it is true that you can't edit folder names or move files around from within the save dialogue.
While I realize that a save dialogue should be focused on saving, it annoys me to no end that I can't do some basic editing while I'm in there.