When I leave my desk, I often use the password feature on the Mac OS X screensaver as a quick line of semi-defense for prying eyes. Just now I was entering my password to clear out the screensaver when I accidentally hit the Caps Lock key. On the login dialog box appeared a symbol with the text "Caps Lock On." Very nice! Nothing worse than cursing the computer for not accepting your password, only to realize in a moment that caps were on.
I tried this in the main computer login screen, but it didn't work there -- hopefully this feature will wind up elsewhere.
Mac OS X Hints
http://hints.macworld.com/article.php?story=2002100806072455