What is the system font used on OS X in things like dialog boxes and system preferences?
Most UI elements use Lucida Grande. Here's a screenshot from Tinker Tool:
Apple uses the Lucida Grande font as the standard system font in various sizes and weights. Some areas of the operating system such as editable text areas use another font, Helvetica by default. Mac OS X makes use of system-wide font anti-aliasing to make edges appear smoother.
I believe it is Helvetica, and the unique OSX font drawing method gives it that slick look.
For anyone interested, the method used to draw OSX fonts can be mimicked with a free utility called GDI++.