Gadgets (Microsoft's copy of Apple's widgets) sit on the desktop where they are easily covered by other application windows. In Mac OS X although a user can easily place the widgets they want on their desktop, the widgets normally reside on their own layer with a dark transparent background to separate them from your running applications. Widgets are brought forward and sent back with the simple press of a key. This is a much more preferable method to find and focus on the widgets you want, rather than trying to find them on the desktop. Also, the huge number of free widgets that are available to users is staggering. This really is a win for Mac OS X.
In Mac OS X you don't need to run an uninstall utility to get rid of an application. You just drag the application icon to the Trash. This is MUCH simpler and more intuitive than in Windows!
One way to change file names of existing files while using an Open/Save dialog in Tiger and Leopard (perhaps even in Panther) is pressing Command-I, which open an Info dialog for the file selected, which can be used to change name and other properties, without having to close (or losing sight of) the Open/Save panel.
There is also another integration between Open/Save panels and the Finder: files (or folders) from the Finder can be dragged to Open/Save panels in order to set the location (or even the file) for opening or saving…
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The reason Windows have a uninstall feature is because of the unwieldiness of the registry, and the lack of organization of systems files. No common user could even remotely think about manually removing dozens of registry entries spewed throughout the 5 different key entries and DLLs and files spewed through out the Windows folder to the apps they want to remove. This process is a laborious task even for seasoned veterans. Even with a uninstall utility many registry keys and files are still left behind. Windows is overly complex and the uninstall utility is a band-aid solution for it.
Anybody on the Mac can easily drag the app to be removed to the trash or click on it and press command+delete.