I'm also a recent convert (15" Macbook Pro). My #1 software? Parallels (or VMWare Fusion) so that I can stick with one notebook but still keep access to the Windows apps that I use on an ongoing basis. I was able to do a physical-to-virtual migration from my 3 year old Thinkpad, so everything remained intact. It even mapped my user folder on the Mac to the Windows user folders via a virtual network share so that I only have one copy of My Documents, Pictures, etc. I'm not sure if it would be as effective on the Macbook Air, as you can't load up with 8GB RAM or install a larger hard drive. That being said I've managed to fit everything old and new onto a 240GB SSD.
I'll agree with you that the keyboard shortcuts are a hard transition. In addition to the Ctrl-C - Cmd-C difference, I use Ctrl-Arrow to navigate by word along with Ctrl-Home and Ctrl-End. I still end using a Windows text editor app any time I need to do any significant amount of writing.
All in all, yes, I'm glad that that I made the switch. And I'm glad that I have the necessary hardware to build iPhone apps without having to drag around multiple systems.