Little Snitch. Why this instead of BrickHouse?
It's supported, has an active community and the interface is
comfortable with variations in user ability.
Quicksilver seconded. It solves the user invocation problem which
I've always found so clunky in puting. OS X is a big step further
along the path than the vile XP - in that the variations for
invoking services provided by OS X are obviously researched and
useful (such as the wonderful "services" menu item and the Finder
flexibility - as well as the keyboard shortcuts) while the XP
variations invoke nothing more than exasperation at the myriad ways
they have found to get you nowhere in particular and slower at the
same time.
The step which Quicksilver takes is that it is capable of intelligent
filtering of individual invocation patterns without any
configuration. I haven't had a session yet which has had too many
alternatives presented for a first or second keying. It's a bit like
a terminal for the typing lazy.
I had to use a Windoze box last week and I nearly lost my wick with
all the navigation I had to do myself again.