One thing I just can't live without is remote desktop connections. I use them all the time at work for connection to servers and other stuff, and also at home for easily connection to the computers I have.
To connect to other Mac computers you use something called sharing of screens. To connect to Windows machines you go to Microsofts Mac page (a bit ironic don't you think) and download the remote desktop program there. Then you just have to enter the ip or computer name to connect to and you're all set. Usually you have to connect through VPN before using this, but as long as you're on the network the other computer is on (like at home) you probably won't have to bother.
Thank to Mathias for this info.