I find tool tips (those tiny popups that appear above links and such) invaluable.
They can be used to explain a column header in more detail, or help a user better understand an input field.
To remain unobtrusive, however, I use jQuery and some tooltips plugins that have a delay before they appear. In this way, when a user is confused, they have 'hover' over the confusing area and get more info in about a second or so.
More experienced users can simply avoid those areas and not see the tooltips at all.
There are alternate approaches for hints, for example, the hint overlay plugin for jQuery http://jdeerhake.com/inputHintOverlay.php that puts the hint inside the text area to begin with.
None of these hints should be confused with full-blown popups or dialog boxes. Those things are just pure evil.