Spotlight in OS X used to be good for this as well, until Apple gimped it in Leopard. It used to search System and Library folders, but now it seems to only search your document and Applications folders. The latter is actually quite neat, and why I don't hate on Leopard's Spotlight too much. Due to space limitations, I don't keep every program I use on either the Dock or the desktop which, proper to Leopard, meant trawling through the Applications folder to find whatever it was I was looking for. In Leo, you simply hit Command+Space to bring up the Spotlight search box, type a few letters of the programs name and it'll pop up in the search results allowing to find and start it easily.