Example?
For starters....
-Having a great search feature at the top of your screen. I hear that Vista has finally gotten around to improving the awful Windows search engine, so maybe that's good too, but Spotlight is generally just great. You can even get math calculations or dictionary definitions from it. And likewise, the search functions are great in all the Apple programs-- iTunes, Mail, iCal, iPhoto, etc.-- you can pretty much always find what you're looking for instantaneously.
-Time Machine-- a program that not only automatically backs up everything (so you don't have to remember to), it backs up old versions of everything by saving incremental changes. So, say you are writing a paper and you realize that you accidentally deleted a paragraph the day before. With TM, you can just go to yesterday's version of the paper. Or, say Endnote messes up all your references all of a sudden and you can't undo (something that has burnt me in the past). Just go to the version of the paper you saved an hour ago.
-Spaces-- multiple desktops, which are easy to navigate between. Linux has had this feature for a while, but who knows when Windows will get around to adding it.
-Integration between programs-- All the software works really well together. For example, I can highlight a date & time in Mail or Safari and have it automatically generate an iCal event.
-Dashboard-- I really like having all the widgets available to me at a click of a button.
-Labels- you can label files with different colors to denote status, etc.
-Smart folders-- Just like you can make smart playlists in iTunes, you can make smart folders-- folders that automatically update their contents based on your specifications. For example, you could have all your files with a certain label saved within the last week, etc.
-Aesthetics-- It's certainly not the most important thing in the world, but Apples sure are a lot pretty, both on the outside and on the screens. It is nice having everything look nice.
Ultimately, there are a lot of little things that add up to big things. And I'm still just learning about all the features and trying to figure out how to best utilize them, so a veteran Mac user could probably give you even more examples.