Are the little grey minimize header buttons gone? I have just noticed, that in Lion I no longer see any of those 'compact application header' little grey buttons on the right side, top of applications... (the opposite side to which the close and minimise window buttons are)

Have these been removed? Or were they more tied into the apps rather than the system.
You mean the Show/Hide toolbar button?
Yes, it's gone.

You can still access the function with the keystroke Cmd-Option-T.

Or by right-clicking the toolbar and clicking Show/Hide toolbar.