When I moved from Windows (2000 at the time) to OS X I had quite a few problems, initially with Finder (the counter part of Windows Explorer). I simply felt it did not have all the features I needed and that I was used to on Windows.
I tried PathFinder a really nice alternative Finder developed by CocoaTech. I think it’s a cool tool and shows many of the little things that could be added to the native Finder. After the 2 weeks of free test I decided that it actually had too many features for me. I went back to the default Finder and over the years I found my way with it and using xterm when needed (opening a file with vi or less is SO easy, fast and comfortable).
A new Finder is going to be introduced in Leopard. An overview of the evolution of Finder over the years and what is coming is available on AppleInsider. I think it’s an interesting reading.