For a recent example, having gotten used to Transmission (BitTorrent client on Mac), I was absolutely floored at how absurdly complicated and ad-ridden Windows alternatives are.
There are very few applications that I miss from Windows. Most big cross-platform applications like Photoshop (or even SourceTree) are almost identical, but the majority of Mac-only apps that I try are fantastic.
Reeder (RSS client), Fantastical 2 (calendar), Tower (git client), iTerm 2, 1Password, Transmit (FTP/SCP client) and TextWrangler/BBEdit are just a couple of examples of apps I use every day that I think really show off what Mac developers can do.
[1] https://www.transmissionbt.com/images/screenshots/Mac-Large....
Unlike many cross-platform applications, Transmission integrates seamlessly with your operating system.
The Mac OS X interface is written in Objective-C and uses Growl notifications and dock badging to keep you informed.
https://www.transmissionbt.com/about/
There are many apps that are miles ahead of Linux or Windows equivalents: OmniGraffle, OmniFocus, Acorn, Pixelmator, 1Password, iTerm, Alfred, (Git) Tower, etc.
Where? I vastly prefer native OS X applications to both Windows apps and most Linux GUI apps.
Compared to what? I like native OS X desktop applications better than native Windows, Linux, iOS, Android, or Windows Phone applications, and I like them MUCH better than web apps.
The main reason OS X desktop apps tend to be so nice is (a) Apple’s first party software in the 2000–2010 timeframe was mostly quite good, setting a high standard; (b) GUI conventions are reasonably standardized and developers tend to follow them better than on other platforms, in particular using native widgets which handle edge cases better than various ad-hoc custom (i.e. buggy) widgets on other platforms; (c) the Mac app economy has been pretty good for independent developers, and there’s a cultural expectation of paying for software which is much less present on other platforms, so as a result developers can afford to invest the time necessary to add polish.