@Davraamides: crucial to keep in mind that although items are easier to click if they're on the screen edge, being near the edge - even one pixel away - completely removes the benefit. In fact, putting something near the edge probably makes it a bit harder to click, because it'll more likely be further away from the user's start position (compared to, say, an object in the centre of the screen). The Mac OS menu bar is a fairly rare example of an effective application of the rule.
Actually, "completely removes" is incorrect.
Anything along the edges of the screen is a flick away from anything on the screen. Something 2 pixels away from an edge is a flick and adjustment away from anywhere on the screen. The further from the edge the greater the adjustment, and it doesn't take long before "flick/adjust" is just as difficult as simply point/click.
Moving something a few pixels "inland" does make it harder to click than placing it right along the edge, and there is almost never a good reason to do so. Example, since you mentioned it, the OS X menu bar: the Apple and Spotlight menu items look like they are set in from the corners by a bit, but if you flick the mouse to the corner and click you'll find that they activate even from the top/left or top/right pixels. Same thing is true of the Dock; the icon for each app hovers several pixels "inland" from the edge, but clicking right at the edge still activates the particular app (although I think this was changed at some point, as I seem to recall Jaguar at least not acting this way).
The point, though, is that you don't give "all" benefit away. You just give away some of the benefit. And, if you want your button to be easy to get to yet hard to accidentally click, maybe 5 pixels in from the corner isn't a bad idea.