I'm constantly making transfers between OS X and Windows in Parallels but it's really annoying having to browse to the right folders all the time.
That's why I've been really impressed by Dropzone, which allows you to set up handy shortcuts for all your main transfer needs. All you need to do is set up a shortcut folder, to which you can drag and drop folders. Say, for example, I want my downloads in OS X to be transferred to my downloads folder in Windows. I select the target and the destination and then every time I make the transfer, I just drag the file to the Dropzone icon, and select the shortcut.
Dropzone works not only for hard drive transfers but also FTP and Flickr account transfers. I'd like to see this extended to YouTube and Picasa, but at least it's a start. There are also a few other handy features such as an auto installer - just drag and drop DMG files into Dropzone and it will do the unpacking, installing and ejecting of the image for you. Finally, there's a little snippet saver which allows you to drag and drop text onto the Dropzone clipboard - complete with the URL it came from - for reading later.
The sky is really the limit with Dropzone - if you've got some API knoweldge, you can even extend it further with your own features.
I'm thoroughly impressed with the improvements in productivity and organization Dropzone offers. This should be a default feature in OS X.