Originally Posted By: wfaulk
Also, you can just press Ctrl-W to close the currently active tab. No need to dick with a GUI at all.

I use this (well, Cmd-W on a Mac) all the time. The issue I run into though is that since OS X allows scroll wheel input to go to an inactive window, I'll sometimes not realize the browser isn't in the foreground. When I hit Cmd-W, it usually closes an IM window or Mail over on my second work monitor.