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.
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. :)