Windows Vista by default has very large program/window borders. Microsoft was interested in showing off the new transparancy or "glass" interface. If you'd prefer a more slimmed-down, Window XP style border, you can easily configure this setting to make it more to your personal style.
The Quick Launch menu is one of the most useful features in Windows (2000, XP and Vista). Windows Vista makes it even easier to add a program to the menu than previous versions.
The Windows Explorer click sounds can certainly be enough to drive the average person insane after a while, especially if you work late at night like we do. Why the configuration option to turn them off would not be more obvious, we're not sure. We can only assume there are some insane engineers at Microsoft.
I like to have the quickest access possible to folders on my desktop, which usually means putting something onto the taskbar if possible. You can add the Computer menu as a folder on the taskbar for the easiest access to your drives. You could also use this tip for any folder you want.
Using this KB Article you can recreate the native Internet Explorer icon from prior versions of Windows. This adds back functionality that Vista is missing.