Probably the utility that I most heavily use on my Macintosh is LaunchBar (http://www.obdev.at/products/launchbar/index.html). Being somewhat of an old UNIX hack, I tend to want to use the keyboard to do things quickly (as opposed to a lot of mousing around).
Basically how LaunchBar works is by "indexing" documents, folders, bookmarks, email addresses, etc on your Mac. You then hit Command-Space to bring up the LaunchBar input window and enter the first few characters of the "item" you want. More often than not, the exact item (folder, program, etc) is shown in the popup list, allowing you to just hit Return to launch it.
For example, I often hit Command-Space and then type "ecl" to get at my Eclipse folder quickly, Or "te" for Terminal.
LaunchBar learns as you use it - that is, the choices offered to you get better the more you make use of it, learning from your habits.
You can buy LaunchBar for $19.95US for a single Home User license or $39US for a Business license. There's also a free built in eval license which allows you to access a maximum of 7 different items per session.
You can also check out the LaunchBar 4 beta, which adds new functionality like the indexing of your iTunes music library and iPhoto collection.
Check it out at www.obdev.at
M3U2iTunes is available for download for both Macintosh and Windows. This is a small "helper" app for iTunes to put downloaded M3U playlists in a convenient location in iTunes.
You can download M3U2iTunes here.