Unbelievable that in Mac OS X (10.1.5 and older), there is no setting to change the default paper size to A4 (mine defaults to US Letter, of course). (In OS 9, for most apps, after changing to your preferred paper size you could hold the Option key down while clicking on OK in the Page Setup dialog box and that would set your default paper size.)

Well, thankfully, this freeware utility by Rod Yager will change your default paper size to A4 or US Letter in OS X: Paper Sizes 10.2. Download it off this page:

http://www.rwts.com.au

Thanks, Rod!

I hear that OS X 10.2 (Jaguar) WILL have a setting to change your default paper size.