I'm going into Software Engineering, and while the university mandates that I use Windows Vista Ultimate or higher, Office 2007 or higher, and Visual Studio, I'm gonna make damn sure that my stuff works all around, even if I have to sneak around my teacher to do it! 
Nevertheless, Microsoft's Visual Studio is an awesome suite for developers of software. I just wish it wasn't Windows only. Same goes for Microsoft Office really. I'm a pragmatist, not a zealot. But I'm also a very poor pragmatist. My primary machines to work on are Skuld (my one year old laptop running Windows Vista Ultimate, and now Windows 7 RC through VHD native boot), and Yggdrasil (my four year old desktop running Windows XP MCE 2005).
I'm trying to save up money to upgrade Yggdrasil so that it can run Windows 7 effectively, because I don't plan to do any of the heavy work on Skuld. I plan to do it on Yggdrasil, because Yggdrasil is much better at dealing with compiling code over Skuld, despite the fact that in its current state, running any Java or 3D application causes it to freeze up.
Cygwin is fairly useful, but it would be nice if Visual Studio could use the GCC toolkit for multi-target compiling similar to the .NET C# application compiling. Or better yet, the Visual Studio compilers would support a few of GCC's common targets.
Another computer, Urd, runs Fedora 11, which I use to compile and build packages for an open source project that I work on. Belldandy runs Fedora 11 as well, but it is only under default configuration, which means no build tools. It is strictly a testing machine and a backup laptop in the event I can't use Skuld.
I generally prefer Windows over Linux nowadays, but before Windows XP MCE, I used Linux primarily. With Windows Vista, I decided to skip the upgrade from XP to Vista because when I tried it out, it was absolutely horrible. Then last year, I bought Skuld because I really needed a new laptop, and Vista was still no better! With Windows 7, I was really pleased. I haven't been this pleased with Windows since Windows 95. The only thing that sucks is the pricing. But, I talked about that in another thread.