Traditionally, the icon area on the right of Mac OS X’s menubar was split into two regions: the right-most is for Apple’s built-in apps and services, and all third-party icons go to the left. Third party icons do not enjoy some of the perks of Apple’s icons, including holding Command to rearrange or remove entirely (though I am not sure if this is because of API limitations or if third parties simply do not add these features; I suspect the former).
iStat Menus 3 is the first app I’ve seen to bridge this usability gap (Update: readers clarify that it has done this since since version 1). You can hold Command to rearrange iStat menubar items, and even intermingle them with Apple’s items.