I'm pretty sure everything has been mentioned so far but I'll just reiterate a few:
parking - you can only park on the side of the road you are driving on - do NOT attempt to park on the other side.
magpies - yep, territorial buggers, hate being divebombed by them!
Kookaburras will, in winter, come and take bacon from your hand, as will butcher birds (but only the grey ones, the big black and white ones that look lke magpies are too scary)
internet shopping here is next to non-existent but is starting to pick up
websites here are generally shite, some won't even have prices on things, you get to look at stuff but then have to ring for a pricelist (waste of time, they never get my business)
HOWEVER - cityrail for Sydney and surrounds is a fab website. :)
Public transport may be worse (and is) but it's cheaper EXCEPT when trying to get to and from the airport, where they rip you off enormously. let's put it like this - a 2h trip from my town to Sydney costs me $13 return. A 5 min trip from Central station in Sydney to the airport (domestic terminal in this case) cost $15 one way.
Domestic fuel prices (elec, gas) appear to be utterly arbitrary and a recent current affairs show who looked at them showed that up to 50% of bills have an error, sometimes a massive one.
Banks charge you for anything they can. Building Societies are better but still charge for some stuff. Bank charges can be enormous.
Restaurants - several of the ones near us are unlicensed. This means that they don't serve alcohol, but you can BYO. They usually have it mentioned somewhere but it's a good idea to check. Pretty sure this isn't going to be a problem in the big cities though.
In NSW (but not Queensland) many Woolworths' stores (supermarket, not like UK Woollies) have a liquor store adjacent or even within the supermarket - you have to go to separate tills but don't have to go too far to find the alcohol. In Queensland, this is not the case. don't know about other states.
Cicadas are bloody loud and yes, individually they might have a 7y lifecycle but they still seem to turn up every year. And they wee on you when you're walking under trees that they're in.
Older houses can have shit insulation - which makes them bloody hot in summer and bloody cold in winter (in NSW). Around this time of year, I have to go outside in the morning to find out what the actual temperature is before getting dressed, or we'll dress too warm because it's cold in the house.
Outside of the big cities, there can be an awful long way between towns - driving is a must if you live outside central city.
That some Aussies seem remarkably unknowledgeable about their own weather - surprised that it gets so hot, or so cold, or so wet. They don't talk about teh weather quite as much as in the UK but they love to whinge about it!
Don't go shopping in the rain - EVERY Aussie around will be there.
Gluten free food is easier to find and with more variety than in the UK.
As has been said, food is expensive. So are clothes - and worse still, the quality is even poorer. Take DS's baby vests (popper style) - bought in bulk packs of 5-7 in Tesco, for about £7. Here - 2 vests for AU$8 (£4.80) and the quality is much lower.
I thought the overseas delivery charge from M&S was £10, not £7?
Iwantoneofthose.com also delivers here for £10, which I was very pleased about.
Books - you can find cheapy books if you look in the right places, but not current books. Libraries are all right though - free to join and they can get books from most places; although they charge a small fee for doing so (90c in my local)
Linens are called Manchester ware. Presumably because that's where most of it originally came from.
If I think of any more, I'll let you know. :)