First are the apps that are built in to the device. The Zune Media Player coupled with a Zunepass lets you download almost any song in the library directly to the device. I've been able to consistently name a song, look it up on the zune marketplace and listen to it 30 seconds later.

The Office hub integrates with Sharepoint Online allowing you to collaborate on documents from your phone. Make annotations etc. Included in this is OneNote which becomes a portable notebook.

The Games hub has full Xbox live integration with games from the major publishers made specifically for the phone.

Facebook and Twitter both have multiple clients both "Official" and third party.

Netflix, Kindle, Youtube, and a number of other major media outlets have native clients.

4th and Mayor is a foursquare app that was written as an example app by a member of Microsoft's platform evangelism team (http://www.4thandmayor.com/)

So far there hasn't been a case where I wanted an app to do something on my phone and couldn't find multiple examples both free and paid. The ecosystem is very robust. Microsoft just released tools to simplify porting apps from iOS and Android so it's only going to grow from there.