I have used Macs for years and think the are the best. However what I
dislike is that I am CONSTANTLY having to upgrade my OS just to get the
support of many third party apps.

That's called progress. If you don't agree with paying just download a
torrent. Its free. Just make sure, if you enjoy and respect a program,
to tell the world about it. Its the least you can do.

Windows XP is 4 years older than Mac OSX Tiger, and companies still
support it, run it, and produce software for it.
Yet many are moving away from Tiger and requiring that I run the latest
Mac
OS to run their software, or in the case of Quicken, to get my bank
statements. Intuit says that downloading credit card statements via
Quicken
requires the latest and greatest and so in April of next year will
abandon
Tiger. The problem with this is that the latest Macs CANNOT run Classic,
and
so my many apps prior to Mac OSX cannot be run.

There are security issues with Macs just like PC's. Too bad most Mac
users fail to realize this. A lot of these updates are addressing those
issues. It behooves you to stay current. You don't have to pay if you
don't want to.

If I do the move, what software or hardware do I need to make the
transfer?

This does not sound logical. You are transferring for the wrong reason.
Transfer if you do not like OS X. Transfer if you prefer Windows to OS
X. There's a lot of learning when moving between 2 OS's. It sounds like
a total waste as it seems you like OS X.

Need all my files, music, movies and such transferred.

If you want to continue down this illogical road, a program called
TransMac will be mighty handy. You need to be able to read Apple's file
system on a PC. XP or Vista or Win 7 cannot do that. You can read NTFS
on OS X, but not write. But you can do neither on Windows NTFS file
system without help from 3rd party apps like Transmac.
http://www.asy.com/
If you don't want to pay, torrent the bloody thing. Then tell other PC
users about it if it performs well. Its the least you can do after
grabbing it. It worked very well for me. Partition the drive perhaps,
then you can have NTFS on 1 partition and the original OS X HFS Journaled
on the other. Then when you're finished, use Partition Magic or something
else to delete that partition and convert to NTFS. Sun is working on ZFS
file system and it sounds very promising but its not here yet. It sure
will be great if both Windows and OS X migrate to it.
http://en.wikipedia.org/wiki/ZFS
Hope that helps in that long walk down the OS road. Not a road to travel
down without thinking as it involves a massive amount of learning and
adaptation. If you've got lots of time, its highly recommended. I was a
Mac user for several years and am so glad I came back to Windows. The
amount of choice Microsoft gives you is just so much better than Apple and
its associated programs. With OS X I felt I was always fighting Apple in
getting what I want. It was horrible. iTunes is a perfect example.
Doesn't even allow a normal folder structure like every computer program
is organized. You have to do it Apple's way. Apple: Think Indifferent.