A long time ago in a galaxy far, far away, elementary education drilled correct spelling into you so throughly it was hard to forget it. These days computer spell-checking allows those brain cells to be used for other tasks. OS X comes with spell-checking for Australian, British, and Canadian English, German, Spanish, French, Italian, Dutch, Portuguese, and Swedish. (Note: Leopard adds Danish and Russian.) But what if you need a different language?
CocoAspell is one answer. First you install it, then download the dictionary you want from the list of several dozen. Decompress the file with Stuffit Expander, then just put the resulting folder in /Library/Application Support/cocoAspell/. Enable your dictionary by going to System Preferences/Spelling (a new item created by CocoAspell).
Another option for Hebrew is Hebrew Spelling Service. For Finnish you can try Soikko.
A commercial alternative is SpellCatcher X, which has a dictionary/thesaurus for English, French, German, Italian, Spanish, Swedish, Dutch, Portuguese, and Danish.