It may just be me, but I just noticed that the installer has a "Show Files" option in the "File" menu that, when selected, shows all the files and where they'll be installed. This appears to only be enabled when you're in the "Installation Type" step. Very handy to pre-examine what'll be installed.
[robg adds: Though some (many? most?) of you may be going "duh!," it's not just Anonymous -- I hadn't ever noticed this menu, nor had three other friends I ran it past. I typically just click-and-install, and never even thought to look at the menus. So I'm breaking my own rule and hinting on a menu item! You can get the same list of files by opening the package in the Terminal, finding the .bom file, and then using lsbom on it (which does offer more options). However, the menu method is much more convenient -- especially if you wish to save or print the list of updated files.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=2004111800484285