I really want to buy one of those new Mac minis this year, but I feel I will miss some Windows programs like the task manager, Msconfig to control apps on startup. And windows 7 energy modes and management.
What are the equivalents on OS X?
The equivalents would be the same, as they are all integrated components of the operating system.
Task Manager -> Activity Monitor
MSConfig -> Login Items
Energy Modes -> Energy Saver
Sandeep just got there before me, but yeah, there is a task manager, which is pretty simple. It's only intended for force-quitting applications, but then there is the Activity Monitor which also shows system processes running in the background and which shows CPU, memory and Disk use.
Login items and is built into the user accounts-section of system preferences. Just go to system preferences and use the local search-field in the corner and it will guide you along.
Most of the energy management is done by the processor speed scaling up and down, but you can do some basic settings. In a mac mini there is obviously not that much more you can do, since there is no display or keyboard-backlight to dim, but you can choose whether you will allow it to sleep disks - but then again: As far as I remember it was listed at a power usage of 11w, so guess that's not the biggest worry.
Don't expect the same level of control as in Windows out of the box. One of Apples main design guidelines is to hide everything which is not absolutely necessary for most users. That means that geeky users who wants to substitute the system-wide font or color scheme should probably go somewhere else. This is one of the main criticisms of Apples design, but in my opinion it adds to a much more consistent user experience, which means you can get work done rather than tweaking IRQs and registries. And if you really need to tweak, there is fortunately a unix kernel underneath, which means it's just a matter of learning some ninja-tricks in the terminal.