When I switched over to the Mac (2 weeks ago now) I started to get productive as quick as possible (due to my exams). So one application which made me very productive on Windows was Launchy. It is simple and still powerful. It indexes your folders, documents, applications, whatever you want. And when you want to launch an app for instance, you just press Alt+Space and a window will pop up, letting you to quickly write its name and hit enter.
On the Mac there are other kind of utilities. Spotlight, for instance, is Mac OSX's default search service. It indexes also your applications and folders etc, like Launchy does it. And similarly, you can use the Cmd+Space key to launch it.
Today I found another option, QSB (Quick Search Bar) from Google. It opens a Google Desktop similar popup window where you can also start applications, folders, documents - just like Spotlight - plus search on Google or your GDocs documents and spreadsheets.
\\Edit: Google Mac Blog post
Here are some screenshots: