I don't have access to a Macbook right now, can you elaborate how that works? Do you basically select a file, press space, and a preview comes up over the screen or something?

FWIW the Windows Explorer preview is much improved compared to what it used to be - it's not a little box, it's the entire right side of the Windows Explorer window. There's ample space to actually read a PDF, you have pagination controls, you can read spreadsheets, etc. I wasn't sure it even still existed until this thread, so thanks for that. :)

Finder lets you highlight a file then by pressing space it will show images in 100% size, play movies of certain file types, show PDFs in 100% size and let you scroll through them. It basically pops up a window much like a jQuery lightbox plugin overlay. In columns view you can also see something similar to the windows explorer preview.