I'm a web developer, not a designer, but I work for a very small software company, so end up doing a lot of the ui design work myself. I think for this type of work Adobe Fireworks has a lot of the right tools. There are vector tools that are really useful for building ui elements (rectangles with rounded corners, triangles, etc.). Then there are effects that can be applied to layers like stroke (line around the edge), drop shadow, glow etc. Fireworks also has a pretty decent way of organizing your work using a hierarchy of "folders" that can contain different pieces of the image. It sort of falls somewhere between Photoshop and Illustrator and at least in concept is a great tool for building ui mock-ups and actual ui elements.

Fireworks does seem expensive, but my main complaint is how bloated it is. There are tons of tools I don't need and some operations take longer than you would think they should. For example on the OS X version of Fireworks, clicking the close file button makes the whole app lockup for about a second while it tries to bring up the dialog to ask if you want to save or not. Not a huge deal on it's own

Basically I would love to see a tool that competes with Fireworks for the ui design. Preferably it would be a bit cheaper, but I am much more concerned that it has a more targeted feature set and doesn't feel sluggish while using it.