That actually depends on how the application was installed. If you copied the application over from the mounted disk image (this is what you get when you double-click a .dmg disk image file) to the Applications folder, then all you need to do is drag that application icon from the Applications folder to the Trash and empyt it. Simple as that.
Of course, some developers use an installer (which is so un-Mac-like

) so if this application was installed using an installer, either the developer has included an uninstaller or you can select the option to uninstall from the installer itself (usually selected through a drop down list or something).
Either way, the good thing is that you don't have to worry about lingering registry files since there is no Registry in Mac OS X. You might have some preference files still lingering, but they won't have adverse effects on your system like lingering registry settings do on Windows. The worst they will do is maybe take up a few kilobytes of space. If you want to delete them, you could look in the following places:
Macintosh HD-->Users-->[your-home-folder]-->Library-->Preferences (for user specific preferences)
Macintosh HD-->Library-->Preferences (for global system preferences)
Usually they have the name of the application listed in them (Ex: org.mozilla.firefox.plist for Firefox preferences files) so they should be easy to find.
Hope this helps.