If using Photoshop (at least on the Mac), if you have made important changes to the settings, or recorded an Action, quit Photoshop before you go on, because the stupid application does not save these things until it quits.
Also, if have an action which involves pasting something, uncheck the "export clipboard" option in Preferences/general, this allows you to go to another app while PS works on many pictures in the background.
... Although strangely, if the pasted item is moved in the Action, Photoshop has to stay on screen, not be truly in the background, otherwise it won't work. Weird app.
By the way, I just noticed something cool about Snow Leopard: in the highly useful file preview (use the spacebar while a file is highlighted, you will see a big version without having to open an app), it can show PDF pages and HTML pages, and not only that, it will even scroll in a page, and if you click on a link, this link will open in your browser! Neato.