Here is another small thing to make working with Linux more convenient: auto-mounting of hotplug-able devices. This is again specific to Debian GNU/Linux, but might be applicable to other distributions with only slight changes. Quite a few of the following steps have been taken from Ubuntu - well done folks!
The whole auto-mounting described here is based upon hald, a daemon that monitors the system’s hardware.
Update: As of 2010, none of this is typically required.