Apps and App Store, Browser
The Windows Phone Marketplace offers 25k+ applications, which is solid when compared with anything other than iOS and Android. The apps are generally of high quality, but users will find fewer free apps than they might hope for. Microsoft does offer free trials for most paid applications, though, and there are a great deal of very high quality apps and games available. You can also shop for and remotely install apps from the Marketplace website.
Nokia has included a few of its own applications on the Lumia 800, including Nokia Drive for turn-by-turn navigation and Nokia Maps, which is destined to replace Bing maps in the future.
Other applications that should be mentioned include the Office Mobile suite that ties in with Microsoft's SkyDrive and Office 365 services. Nokia even includes a Contacts Transfer app to help users get their contacts from their old phone to their new phone using Bluetooth. On top of that, Windows Phone allows users to uninstall carrier and manufacturer applications at will, which is a thoughtful addition.
While I haven't been a huge fan of Microsoft's Internet Explorer browser for Windows Phone in the past, I have to admit that the Nokia Lumia 800 seems to run the browser better than the competition does. I'm actually liking the browser this time around, as it's very fast and smooth in all respects.
I still would rather have a WebKit-based browser, but there's not a heck of a lot to complain about here apart from the lack of Adobe Flash support - or even support for Microsoft's own Silverlight platform.