If your application used Apple's default installer, it can offer a bit of help when you go on your hunt-and-peck missions. After accepting the license agreement, choose "Show Files" from the "File" menu. This will list the filenames and paths of every file the installer places on your disk. You can even save or print the list for future reference. This doesn't make up for the lack of a true uninstall, but can save some heartache.
What Panther Should Fix: Part Two, Application Installs