One of the things you really miss, once you have also used a mac, on windows is Quicksilver. It’s a program that lets you start programs and open documents incredibly fast. Just hit ctrl-space, type a few letters and usually the right program boots up. This would be especially handy on windows, when you’re like me and install and try a lot of programs and your startup menu is totally cluttered and you cant find anything anymore ;).
Looks like Colibri does about the same thing, just recently started using it and seems to work fine, this blog post mentions some more programs that I am definately going to try.
Colibri can be found at colibri.leetspeak.org