Congrats - I just updated my old Macbook Pro for one of the new 13" MBA's as well.
Here's some of the Apps that I use a lot
Reeder for Google Reader (seconding GuidoTKP's recommendation)
Adium for Instant messaging
Skitch for capturing/sharing screenshots
MacVim for most of my software development
Xcode for programming ios
OmniGraffle for creating diagrams
Spotify / iTunes for Music
Toast for moving videos to/from my Tivo
Handbrake for "backing up" DVD's
ScreenFlow for capturing screencasts
I also order a lot of stuff online so I use the "Delivery Status" dashboard widget to keep track of all my packages
I don't play a lot of games on my Mac - but I've been contemplating re-activating an old World of Warcraft account once I start traveling again.
Thats a pretty good list. Xcode is essential for development on OSX/iOS. But MacVim is even more essential. Hehe. I would also add the following:
DTerm - Brings up a little input box that lets you execute shell commands in whatever folder is in the active Finder window.
Go2Shell - In Finder, when you launch this app it will launch the Terminal(shell) with the current directory set as the folder in the Finder window.
VLC Player - Plays tons of video formats
StuffIt Expander - Great for all your unzipping/unraring/un-anything needs
img2icns - Takes an image and converts to an .icns file. Great for replacing stupid icons for your apps or creating icons for custom AppleScript Applets and what have you.
iCombiner - Combines PDFs with PDFs, images with PDFs, etc. Good for adding covers to your PDF books/papers (like the Apple Developer Docs). I like to have nicer covers. Also good for ebooks that chopped up into multiple PDFs or whatever.
ColorSnapper - Lets you "eyedrop" colors from anything on your screen. Zooms in so you can get the color you want. Pretty neat.
Humble Bundle 3
Boxer and ScummVM - I've got 93 high quality DOS games working with these two emulators including basically all of the Sierra/Lucas Arts classics(full voice) among other gems like Sherlock Holmes, Kyrandia, Broken Sword, Last Express, etc.
MagicPrefs - Not really necessary with OS X Lion on a MacBook. But if you decide to use a Magic Mouse this app is still really nice.
Quicksilver - Acts like SpotLight, but you can also configure lots of custom hot key triggers (like, maybe, cmd-shift-F to launch a Finder window. Don't know why there isn't a default key combo for launching Finder.)