shrink the UI Programs keep taking up more screen space whether or not they need the space

there's a lot of dead space in the full screen visual. Too many programs are doing this. Remember when the Windows Media Player was a nice compact box that you could expand when your wanted? Real Player? Even Rhapsody (although it makes more efficient use of the space)? Just because you can use the full screen, doesn't mean you have to use the full screen.
Or, am I just showing my age?