Skitch 
I was recently introduced to Skitch, and it's already something I use regularly for marking up designs. Skitch lets you quickly take a snapshot of anything on your screen, and then add various notes about the design. The style of the notes, while not pretty (by design), stand apart from the work you're commenting on. At least hopefully it does.

You can also upload the image to your Skitch account, and then share it from there in various ways, including direct links to the image, embed code, and a URL for forum posting.

This app epitomizes the "a picture is worth 1,000 words" adage, and can greatly reduce confusion around even the simplest instructions. It's also very light and fast. Just open the app, click once to get a screen grab, and you're ready to start marking up.

Another convenient feature is your own online account -- a history of all docs you've marked up, which you can reference at any time.

If you find yourself marking up anything more graphic than Word docs, give Skitch a test drive. If you're like me, you'll be wondering how you got along without it. Oh, and it's free.

OmniGraffle 
Another installed app I use is OmniGraffle, who's tagline is "diagramming worth a thousand words." OmniGraffle is great for diagrams ranging from site maps, wireframes, org charts, street maps, electronics, iPhone apps, or seemingly anything else.

There's also a large quantity of stencils for all those tasks, as well as a site where third parties can upload and share stencils. If you're an OmniGraffle user, check out Graffletopia.com for a list of great stencils.

You can export your work in a number of different formats, including an entire site's worth of wireframes in a single PDF. It's a feature-rich app that's well-worth the $99 if you do any diagramming at all.