A fellow Microsoft employee wrote a Windows Phone application that I've been wanting for OS ever since I purchased my Samsung Focus.
A common scenario, especially with carriers offering attractive discounts on upgrades, is the process of restoring the applications that you previously purchased and have associated with your Marketplace account.
Before this application existed, you either pushed the applications down to your new phone with the Marketplace website, or reinstall them manually with the new phone.
This application makes the process much easier overall.
If you are curious what the program experience is like, check out the YouTube video here.
You can download this application here.