Control Strips
A feature that was rather neat in older versions of the Mac OS was the control strip. The control strip was a little toolbar that contained shortcuts to different things, and could be hidden and expanded as necessary. In OS X, the control strip was replaced with the dock, but the basic functionality is still the same.
Sidebar
Author: Digital Dreams
Sidebar is a little bar that sits on the side of your screen and when you click on it, it expands and displays a lot of useful shorcuts. Like Explorer, MS-DOS prompt, Empty Trash, Character Map, etc. It replicates the Mac OS control bar rather nicely.
Penta Launcher
Author: Unknown
Penta Launcher is another shortcut launcher that you can add shortcuts to. This one doesn't look much like the Mac OS control bar, but it is still worthy of mention.