For its Webmail client, my ISP uses Horde IMP, which honours the language setting of the browser whilst allowing the user to override it at login time. Being a Brit, I was always slightly annoyed at the way the setting defaulted to 'English (US)' and I had to change it to 'English (GB)' (call me a pedant).
Looking more closely than before at the Language tab of the International Preference pane, I saw that I was able to add 'British English' to the Languages list by clicking the Edit... button and checking in the pop-up sheet. I then dragged it to the top of the list to take precedence over the existing 'English' (i.e., American English) setting. When I restarted Safari and went back to the IMP login page - voila - 'English (GB)' was the default selection!
Note that Mozilla and IE do not use System Preferences for language information, they have their own preference settings; however, there may well be many other applications that can utilise this minor piece of localisation. As far as users are concerned, you will probably only benefit if you use a specific dialect of a major language, otherwise you would have sorted out your language preference at OS X install time.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20040719133402936