I am ok with the "natural" reverse scrolling with the trackpad, because I can mentally model it like I'm shoving stuff around on an iPad -- but applying that reversal to the mouse scrollwheel just feels wrong. Scroll Reverser takes care of that, putting a simple icon on the taskbar and letting me keep the trackpad reverse scroll but lose it for the scrollwheel.
Similarly, sometimes I like to use my big old Microsoft split keyboard. Now, it's tough enough to keep my head around using cmd-C instead of ctrl-C, but reversing the location of option and command is just mean. Double Command adds a pane to the System Preferences allowing for some simple keyboard remapping. Here are the settings I find useful:
Also in preferences, I always thought it was a weird state of denial that OSX only allowed tabbing between text boxes and list controls and not buttons and the like, but there's a simple setting for that, under System Preferences | Keyboard | Keyboard Shortcuts.
Finally, I do a lot of things in Terminal. As an old school unix guy I like editing a ".profile" file in my home directory, with the following:
export PS1="\w$ "
alias ls="ls -F"
That makes the prompt more concise, and lets me visually identify directories vs files when I ls.
(Also, I could have specified my startup script under Terminal | Preferences | Shell | Startup | Run Command.)
Other Preferences are useful when I ssh to my webserver; under Prefrences | Advanced I get better results declaring the terminal to be vt100 and saying "Delete sends Control-H".
Anyway, I think it's good for my mental elasticity to learn the Mac. I've adapted to its app-based (rather than windows-based) way of dealing with running tasks. With the Dock, I like to stick it to one side (since screens are wider than they are tall) and then remove all non-running apps from it. (So I also remove those "lights up if app is running" dots, since the only icons there are things that I'm using.