This isn't a "feature" that Apple has recently implemented, but simply a result of the UNIX permissions-based underpinnings of OS X. The actions that you're attempting to perform all seem to involve manipulation of folders, files or settings that are owned by the Admin user or Root - hence the prompt for a username and password. This is not something that you can turn off à la UAC, but a fundamental aspect of OS X.
It may be that your way of approaching OS X after years of Windows PC use is causing you to undertake certain actions in inappropriate contexts. For example, have you created an Admin user? OS X is far more multi-user focused than any of the Windows flavours have been heretofore (I haven't yet tried 8, but am experienced with XP and 7). If you find yourself doing a lot of things that require Admin authentication, you should simply log in as an Admin user. Fast User Switching makes this a piece of cake.
Of course, it could be that you're experiencing permissions issues. In which case, you could try reading this article.
I understand that aspect of it. The user I use to log in as is an administrator (shows Admin under the user in Users & Grups) and when prompted for credentials I can use my user password to authenticate which is the same one I use on the initial login.
I know in 10.5/10.6 this wasn't the case. You could perfrom folder/file related functions without having to authenticate each time.