pressing the green + sign will make the window as large as it needs to be to display all the data. If you still want it bigger, simply drag the bottom right corner.
You don't need full screen... that's a major difference between OS X and WinXP. OS X has windows that are smaller-- WinXP has huge, ugly, windows that eat a 30" monitor.
And Windows people wonder "how do you use that 12" screen!?!?!"
Its true! the only things I have full screen are my browser and my irc client, and that is only because I am stuck at 800x600. When Im working on higher resolution, its great to be able to see most of my windows.
PS: I also only just switched a few months ago. you get used to it, and learn to love it.