Editing Text: I use PFE on NT, and even though it's not very sophisticated I've used it for ages and I'm very happy with it. I use pico/nano on my Linux boxen, and nano on Windows Cygwin/XFree sessions.

Editing Mark-up: I use HTML-Kit for HTML on Windows, it's free (as in beer) and XML Spy for XML (not free). Both understand what they are doing and have built in FTP interfaces. I'm told that XEmacs and VIM work quite well on Windows, but I'm not so familiar with these tools.

Connecting to remote machines: I use PuTTY or TerraTerm SSH which are both okay (PuTTY is newer and supports SSH2). I also use Cygwin's SSH and X over SSH, which work quite well.

FTP: I just use scp/sftp from my Cygwin SSH suite, or WS FTP in house as it doesn't support SSH. At home I've found Samba works quite well.

Version Management: I have CVS set up on my both Linux and NT boxen, but I really need to read the instructions and use it, as it's currently idle.

Other Stuff: I have Apache/mod_Perl/mod_PHP on everything, pretty much to the same version. Cygwin proves very useful on NT, all those nice tools, very hepful when looking through log files of fixing things.

Philosophy: until I can run Linux for my desktop system, I develop on NT, and migrate to a Linux DEV server for testing, and additional work. Next code moves to a QA system (also Linux), and then finally on to a production Linux system.

Update:Extra Links added...