Windows: Some sound card software packages provide it and some laptop hardware vendors include it, but for the majority of Windows users the only on-screen volume display they see is the tiny speaker icon in the system tray.
3RVX brings on screen volume display to Windows. The default skin is the familiar Mac speaker icon with a white meter beneath it but you can customise the display from among the eight included skins or create your own. The skin seen here is called "Ignition" if you'd like to jump right to it.
You can tweak where on the screen the on screen volume display will appear and even what screen if you have multiple monitors. If you don't have a multimedia keyboard you can also tweak the keyboard shortcuts that control increasing and decreasing volume, muting, and other multimedia functions.
3RVX is freeware, Windows only. Have a tip, trick or application for making the most of your screen space? Let's hear about it in the comments.