When first turning on a Mac, the first thing I did was installing Xcode 4. I actually expected something on the level of Visual Studio on Windows, though I was a bit disappointed. Sure there are some nice tools, like svn/git repository support, llvm compiler integration and minimal refactoring tools, but the way to work with projects, project dependencies and settings in general is quite puzzling. Maybe in that respect I've been spoiled by Visual Studio, which makes this very very easy. Besides a C/C++/Objective-C IDE there were still some tools I was missing though:
A VPN connection is essential when I need to access company resources. Tunnelblick does the job of managing connections very good, even better that the OpenVPN GUI I'm used to on Windows.
Text editor: Sublime Text 2
Sometimes you want a basic text editor instead of running an entire IDE, or your IDE doesn't support syntax coloring for some file extension, in those cases a lightweight programmer's editor is very handy. On Windows I mostly use Programmer's Notepad, but it's Windows only. Luckily there's also Sublime Text 2, which runs on Mac OS X.
SVN GUI: SvnX
While Xcode has integration with svn, It uses an older version of svn (1.6.x). Since I copied my projects from windows, to avoid having to re-download several gigabytes with a slow svn http connection, I needed an uptodate svn client (1.7.x). After I got subversion 1.7.3 from MacPorts, the integrated svn still didn't work. Now I know that this is because they are both installed. The original svn 1.6.17 in /usr/bin, and the new 1.7.3 in /opt/local/bin/svn. By default when calling svn from a terminal, the new one is used, but for some reason the one used by Xcode is hardcoded to /usr/bin. While I could backup all the original svn commands, and then make links calling sudo ln -s /opt/local/bin/svn svn from /bin/usr, I refrained from messing with it for now and opted to use SvnX, hoping Apple will update their tools in the future.
RDP client: Remote Desktop Connection Client
Instead of having two huge laptops on my desk, I rather have one and use the other one remotely. Not only can I use a lot of software missing on OS X that way, but I can also administer the ubuntu running in VirtualBox on my Windows machine (Of course I can use X11 as well to do this, but like this I have them both at once).
Some tools which I still miss are a decent binary/hex editor, paint program (gimp on Mac OS X is a bit of a joke), password creator and manager (Keepass2 is even worse than the gimp port), python IDE (Ninja IDE?) and Flash/AIR IDE (unfortunately, there's no FlashDevelop for OS X). But after three weeks, Mac OS X is a lot more usable than it was when first booted.