These steps are performed before doing any software installation or any real setup steps.
First, just turn on the machine. Choose your language, time zone and all that fun stuff. When prompted for select a user id, I recommend using something other than your first and last name for your account. It takes too long to type and its not all that secure.
Once everything boots up, select Software Update from the Apple menu. This should get the patching process started. Running this command one or two times should get you up to date. After this, you should be ready to start installing software.
One thing I ran into with the 17 MacBook Pro was the 1600 x 1200 screen resolution. Although this is great for screen real estate, the default font sizes were not so great for my 40 year old eyes. Very tiny. Amazingly, there is no way to change the default system font size in OS X 10.6 Snow Leopard. However, there is a work around. Check out TinkerTool. This is a simple app that allows you to change most of the system fonts for your account. However, it does not work on all of them.
One other tip. Because of the resolution issue, I'm zooming in and out of web pages a lot. This can be done on a Mac by pressing Command + and Command - to zoom in and out respectively.