While clicking on the dialup connection button in the menubar, hold down Option and click on the phone icon, and a new hidden option appears. This enables you to dial up manually and then let the modem kick in afterwards. I can't personally see a big use for this, but it's a feature and i've not seen it documented before!
[robg adds: I can't test this one, and I don't know if it's 10.3 specific or not...]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20031105172534874