I always forget all the little steps in setting up my system, so I'm trying to log it here, and get ideas from others. The organization seems odd, but this is an as-it-happens log of setting things up. Tweet at @hyperjeff to suggest more items.

Not mentioned below, but constantly going on in-between steps: Moving non-MAS apps to the machine from my last main computer and shuffling around what's included in the Dock. Also, I tend to move all the built-in apps and MAS apps into subfolders of my own making. As far as I know, the only two apps that do not play nice with this (they all should) is iTunes and TextEdit.

Prefs > Trackpad > Point & Click > Tap to click
Finder > Prefs > (uncheck) External disks
Prefs > Keyboard > Keyboard > Use all F1...
Prefs > Keyboard > Shortcuts > App Shortcust > "System Preferences..."
Prefs > Displays > Arrangement > ...
Prefs > Sound > Sound Effects > (uncheck) Play feedback when volume is changed
Prefs > Dictation & Speech > Text to Speech > Add custom voices (Fiona + friends)
Finder > Prefs > New Finder windows show: ...
Prefs > Sharing > Computer Name: ...
Prefs > Keyboard > Show Keyboard & Character Viewer in menu bar
Character Viewer > Customize List ...
Prefs > Sharing > Services ...
Preference Panes from last computer: MenuMeters (and then configured)
Installing & updating purchased apps via iCloud (including Xcode)
Prefs > Users & Groups > Login Options > Automatic login: Off
Prefs > Security & Privacy > Allow apps downloaded from: Anywhere
Prefs > Security & Privacy > Firewall > Turn on Firewall
Prefs > Date & Time > Clock > Show date
Delete /Users Documentation alias
Copy over iPhoto library from last machine
Finder > Prefs > Sidebar > (update selections)
Prefs > General > Recent Items: 30
Copied over fonts into ~/Library/Fonts/
Prefs > Mission Control > Hot Corners ...
Prefs > Mission Control > uncheck: Auto rearrange Spaces, Displays have separate Spaces,
				   Show Dashboard as a Space When switching, Group windows by application
Install Homebrew
Install fish shell
Prefs > Users & Groups > (my user) > Advanced Options...
Install DropBox
Prefs > Keyboard > Shortcuts > Services, Accessibility, etc
Transfer Terminal prefs following step 2 here
Copy over .config/fish/config.fish
chflags nohidden ~/Library
Install MacTeX
Install TeXShop
Install Scipy Superpack
Install PyOpenCL
Custom ~/Library/Services: say, fix pronunciation (text-to-speech fixes)
Custom ~/Library/Scripts: minimize others
AppleScript Editor > Prefs > Show Script menu in menu bar
Add "MANPATH /Applications/Developer/Xcode.app/Contents/Developer/usr/share/man" to /etc/man.conf
Terminal > Preferences > Settings > Keyboard > Use option as meta key (thanks Nathan)
defaults write com.apple.finder QLEnableTextSelection -bool true; killall Finder
Install Graphics, Auxiliary and Hardware IO Tools for Xcode
Install go, Haskell, F-Script (& FSAnywhere), superdb
Prefs > Dock > Double-click window's title bar to minimize
sudo launchctl load -w /System/Library/LaunchDaemons/com.apple.locate.plist
Safari > Preferences > Advanced > Show Develop menu in menu bar