This Daring Fireball article has all kinds of tips for using Safari disguised as a comparison between Safari 3 and Firefox 3. (I won’t name names, but if your initials are peri-renna please take note that your milage may vary since you’re on a older version. )
I love Firefox’s auto-restoration of tabs and windows. Quit Firefox, relaunch it, and your previously-open tabs and windows are restored. Safari 3 has this feature, but makes you do it manually via the “Reopen All Windows From Last Session” command in the History menu. I’m sure most Safari users have no idea this feature even exists.
And holy heck, there’s a “Reopen Last Closed Window” choice in there too! Damn! Wish I’d known that a while ago.