Mac: Unmounting devices in OS X isn't exactly hard, but it could be more intuitive. Mountain is a tool that gives you control over all your external volumes from the menubar.
Mountain sits quietly in your menubar until you need it. When you need to safely eject an external volume, just click Mountain, and you'll get the option to eject one or all of your mounted volumes.
It also has a few tricks up its sleeve, including the ability to quit any apps that are open, mount all drives that are connected on startup (and unmount on sleep), and blocking you drives from being disconnected and notifications for when it's safe to unplug.