The preciousssss! Are you running... what? Lion? I have up to Snow Leopard, but OS X is pretty much the same across the board.
Some of my personal favorite features are using the trackpad to its full ability (plus, it's just really cool). If you swipe four fingers across, it'll show you all the programs you have currently open, since programs will stay open until you tell them to quit, as opposed to just exiting them out.
If you swipe four fingers up it will push all your open windows off the screen. Swipe them down and all your windows will be displayed next to each other for easy switching (this is also F3 key)
You can zoom in and out by stretching or pinching two fingers on the trackpad (no idea if PC laptop can do this too), and you can also rotate pictures and stuff. I think if you open System Preferences and go to Trackpad it'll show you how to do all of that *checks* Yep.
You know, it's been so long since I used Windows I can't remember what's different anymore