I just switched to a Mac myself. Still learning my way around it. Garage Band is pretty cool. You might find some use for that.
Another thing, not specific to Macs, is the webcam. Recording yourself playing short passages and then watching and listening to the results can be instructive. You might be surprised at what you notice. I've found that the sync between the audio and video is good but not perfect... you might also want to go into the options on Photo Booth and flip the pic around before recording (otherwise it looks like you're playing with hands switched).
Was there a specific type of program you were looking for, or a specific task you wanted to accomplish?