Applications should and behave like other apps on the same platform. If application is cross platform, go the extra mile to provide consistency.

Think Different Apple's iTunes media player looks out of place on Windows. There is no icon in the upper left corner. The user-specified look and feel is ignored. The app's 'drag' area is not limited to the title bar. Actually, there is no title bar: this particular transgression makes it easy to mistake the titlebar of an eclipsed app for that of iTunes. It is incredibly frustrating to attempt to move the iTunes window only to be surprised by a different window jumping to the foreground. Interestingly enough, Apple's commitment to this bizarre interface did not extend to its own dialog boxes.