How to maximize application on entire screen in Mac OS X
On a Mac, the green (+) button is not the maximize button; it is known as the zoom button, and it toggles between a "standard state" and whatever size and position the user has manually set for the window.
Apple's human interface guidelines say "Don’t assume that the standard state should be as large as possible; some monitors are much larger than the useful size for a window. Choose a standard state that is best suited for working on the type of document your application creates and that shows as much of the document’s contents as possible."
For someone with a 30-inch monitor, filling the screen with one window would usually not be desirable, which is why maximize is not part of Apple's user-interface design. It is up to the designer of the application to decide what the most useful size is for a window. Often, that will be the width of a printed page.
Of course, while some people like this behavior, others would like it to work more like Windows does. There are third-party utilities, like Right Zoom, that can be used to change the behavior of the zoom button.
I know this isn't the sort of answer you want, but try not to maximise everything like you would on Windows. It makes sense for some applications, but the layered window effect is often much easier on a Mac. For example, I keep Safari at 1044x874. This is a good size for almost all websites, and allows me to quickly switch to other applications.
Of course, if you find it really doesn't work for you, then options like the one Kristopher mentioned are a good idea. But I would strongly advise trying to get used to the standard Mac way, as it will probably feel much better if it works for you.
Check out Right Zoom -- nice review with screenshots from switchingtomac.com.
There -- that's my attempt at answering the question you're asking. Forgive me while I editorialize below.
It's absolutely your right to want to maximize your windows where, when and how you want to. But I also don't understand why people wish to maximize something like a browser window to full screen. There are some sites which take advantage of the full space -- Outlook Web Access is one example. Most other sites tune their sites to a width of around 900-1000 pixels. If your browser window is now 2000 pixels wide, you either have a lot of excess white space or the text lines are so long that you can't reasonably scan to the next line after reaching the end of a line.
I prefer to utilize the extra space on my wide screen monitor with multiple windows side by side so that I can get more information into my view.