Since getting my Macbook Pro one of the most useful pieces of software I have installed is MacPorts. It is a port package for OS X which used to be called DarwinPorts, this is package management much like Linux tends to provide. This makes it easy http://www.blogger.com/img/gl.link.gifto get updates and manage the software installed.
At the moment it has over 4000 pieces of software available. It is ultimately how I am running Python, wxPython, Bazaar and Mercurial.
MacPorts has just released version 1.5. You can see the changelog here.
What makes it particularly nice to use is the excellent Cocoa interface for it called Porticus. It makes it all simple and intuitive and wraps up all the major features.