Little Snitch
Those who are concerned about their privacy and want a bit more control over what their computers are sending to the outside world should check out Little Snitch:
http://www.obdev.at/products/littlesnitch
It's an easy to use personal firewall that can be configured to allow or block access to any address on any port, by any application.
It will also announce any attempts made by any application or system service to connect to the outside, to give you a chance to allow it or deny it; hence the name.
-dZ.