Get the Apple developer tools even if you don’t plan to use them. They have helped out in a variety of cases (for example you can remap command keys in the UI of cocoa programs without compiling anything). I rarely use X, but you should download it early on, as some command line programs that …

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Get VNCThing or VNCDimension (I use VNC thing) and if you choose, get Windows Remote Desktop from Microsoft.

Mac OS X Hints, a site full of tips (some more obvious that others) had a posting back in December (2002) with good tips for your Mac. Follow most of the directions in particular: 1,9 are simply nice, not required. 2 – 8 are essential 10, 12 – 16 are more informative than normative