The transfer process described before is pretty good, but I'd do the import end a little different.
Assuming you want to use iPhoto, I'd get your images saved on your Windows machine into folders, one folder per album.
Then, when you get the files to the Mac, create the albums and drag the images from each folder directly from the finder onto the album; it should add the photos to the library and put them in that album. There might be a way to combine the steps (maybe dragging a folder makes a new album? Never tried it), but I know that'll work at least. Probably no way to directly convert from Camedia, though.
Music, just drag it into the iTunes window and make sure iTunes is set to "copy to library" (unless you want to keep your music on another drive or something).
Otherwise, as long as your files have .something extensions, the Mac should correctly associate each with the app it should be connected to. If it doesn't, or you don't like the choice, do a "Get Info" on a file of that type, select a new default application, and click "Change All...", and you're done. And that's my Tip #5.
#4 is to try Camino as an alternative to Firefox--a few less features, but the same engine, prettier and cleaner.
#3: If you don't know what the file does, and it's not in your home folder, DON'T TOUCH IT. Those are OS files for a reason.
#2: When a new OS update comes out, keep an eye on MacFixIt for a couple days before installing it, to make sure there are no issues that might affect you.
#1: Just Drag It. When the question is "how do I open/move/add/transfer/reorder/delete whatever", the answer is usually "just drag it where you want it to go".
Bonus: As said, the Help menu or 30 seconds with Google will teach you how to do almost anything.
