What are these little crystals in my Cheese?
To quote On Food and Cooking (Harold McGee), page 63, about crystals in Cheddar:


  In aged Cheddar, there are often
  crystals of calcium lactate, formed
  when ripening bacteria convert the
  usual form of lactic acid into its
  less soluble mirror ("D") image.


In blue cheeses:


  The white crystals often visible
  against the blue mold of a Roquefort,
  or detectable in the rind of a
  Camembert, are calcium phosphate,
  deposited because the Penicillium
  molds have made the cheese less acid,
  and calcium salts less soluble.


And, in other aged cheeses:


  In Parmesan, Gruyere, and aged Gouda,
  the crystals may be calcium lactate or
  else tyrosine, an amino acid produced
  by protein breakdown that has limited
  solubility in these low-moisture
  cheeses.


So, basically there are a variety of salts present in the milk, and formed from milk by the action of bacteria and molds.  As the cheese dries, and ripening micro-organisms act on the cheese, these salts fall out of the solution and crystallize.  Personally, I love the slight crystalline texture present in aged cheeses, as it almost always comes with a robust and mature flavor.