eBay take an interesting and provocative route by offerring eBay Desktop. This is app that runs on your desktop (Windows only – requires Adobe Air) that will give the user speed and convenience while they are in Ebay. Interesting metaphor for FaceBook to consider, to offer high speed, and additional functionality.
Go Beyond the Browser
Recent item stash, desktop outbid alerts, and no need to refresh. Plus, it’s Free.
Bankwatch 
Minor correction: it’s not windows-only. I was able to install it on my Mac.
@Jeff … oops … did I forget about Mac in my dis on Windoze 🙂