Pretty much UAC is what makes Vista more secure then XP.
As mentioned you can disable it if you want.

If you have XP 64-Bit, I don't think you'll gain a whole lot with Vista 64-Bit, if you're planning on disabling the UAC.
If you have a 32-Bit operating system and are going to a 64-Bit OS, Vista > XP especially now that Vista has a Service Pack 1.

You can right click on a program and go to compatibility and choose to run the program with admin priviledges.
The UAC box will still come up (if that feature is enabled) but it will be run as an admin each time.

Firefox > Internet Explorer any day, especially with No Script addon for firefox.

Vista is organized a little differently, but if you're comfortable with XP the transition isn't anything major.