The migration turned out to be simpler then I expected. Part of the reason is that I tend to use open source applications which are often developed for multi-platforms so the data transfers easily.
For example, you can copy Thunderbird mail, settings and extensions directly from the Windows location (C:\Documents and Settings\
Users of GAIM/Pidgin will most likely use Adium on OSX and since they share the same foundation, their IM archive share the same structure so just copy the "logs" directory over.
I then copied over "My Documents" to "~/Documents" where by default it is recognized by Parallel's XP instance.
All-in-all, getting everything over to the Mac has been pretty easy. I've found most of the apps I needed to have an OSX versions although I've still not found a good note taking program like Evernote (I'll give Yojimbo a try). I'm also still trying to understand how to configure the system to give me some of what I'm used to in Windows (such as displaying image thumbnails for graphic files).
Some annoyances with OSX include the sensitivity of the track pad. I tend to use my right hand fingers to move the pointer around, but my left hand stays near the keyboard. The track pad often senses my left hand and gets confused.
The keyboard on the Macbook Pro is pretty good, but I'm more used to where the CTRL (in the case of Macs, the Apple key) so there is some finger gymnastic action. The lack of a second mouse button is also annoying to a Windows/Linux user spoiled by the convenience of it. I've always wondered if Apple is just too proud to admit someone else could come up with good interface ideas and that's why they've stuck with the one button mouse.
The biggest annoyance is the screen and font! OSX's font rendering especially its anti-alias/font smoothing is plain fuzzy to my eyes and the Macbook screen makes it worst when you're not looking at it from a specific angle. This is a controversial topic as can be seen here and here, so I won't talk about it much here. A lot of it is personal preference, of course, but I've always had a hard time with the softness around some of the anti-alias text. I wish they just soften curves instead of everything. I don't understand why a solid dash line isn't just a solid black, for example.
I figured what I can do is just turn off anti-aliasing (Apple calls it font smoothing) or select a different system font. Then I found out that Apple seems to be to headed down the road of less user customization by restricting what fonts the system uses, etc. I read it was to make sure that users don't confuse the brand by customizing the UI to not look like OSX... I'm not sure if that is true, but I was surprised by the lack of customization available to the user.
My eventual solution was to download a small app called TinkerTool which exposes many of the hidden settings available but not exposed by Apple in the preferences tool. I was able to tell OSX to not use font smoothing for text greater then 12pt, to change the default fonts (not all parts of OSX respects this setting nor do all OSX apps, but so far it's been ok), and to use the Tahoma font instead of the default OSX font:
TinkerTool > Font Smoothing: "Turn off font smoothing for font sizes 16 pt and smaller"
TinkerTool > Fonts:
System: Tahoma, 13pt
Application: Tahoma, 12pt
Messages: Tahoma, 13pt
Labels: Tahoma, 10pt
Help Tags: Tahoma, 11pt
So now that I got my data over, my most essential apps installed, and the UI is not giving a headache to look at , it's on to the fun part of customizing the environment to suit my working habits!