Updated January 2014:
Paid services/Apps:
Little Snitch by Objective Development-
I get a new mac every couple years and this is the first thing i install after cracking it open. no exceptions.
“As soon as you’re connected to the Internet, applications can potentially send whatever information they want to wherever they want.
Sometimes they do this for good reason, on your explicit request. But often they don’t. Little Snitch allows you to intercept these unwanted connection attempts, and lets you decide how to proceed.”
LS is worth EVERY CENT:

Little Snitch

—
transmit- by Panic
Ftp simple and pretty -“shockingly good software”
-if you do ANY file transferring -uploading downloading sites and their bits n bobs…ie: ftp/sftp -ing, – and you are into cool small companies with great support :
Transmit
free:
omni disk sweep: check out this awesome vi

• gmail
• firefox-slower but infinetly maliable

• once u have the above- go here

• flock

• flickr
• bloglines