Executive summary: Windows2000 is a good workstation and unix is a great server.
I run Win2000 on my workstation but work against AIX, Linux, Solaris, and Irix all day. I spent most of my time working against Oracle using tools like java, perl, sqlplus, telnet, ssh, vim, and a browser. All of those things run on nearly every platform, so everything I do is pretty much platform independant.
Windows wasn't very reliable until 2000 came along. Now that I'm running 2000 I never have to reboot my machine besides updates and it's faster than running kde or gnome on the same hardware.
I tried XP for a month and came back to 2000. XP was also slower on the same hardware and didn't give me anything I didn't already have except an ugly red X button (that was obviously meant for users) and a nifty start menu. The start menu was an improvement, but I've already put shortcuts to everything I use on a quicklink bar on my start bar. Everything is one click away.
Learn your shortcut keys for windows and you will increase your speed 10 fold. Alt-Tab, Alt-Space, and Ctrl-Esc are your friends. I only touch the mouse when surfing the web!
The most recent release of the PuTTY ssh/telnet client now supports fullscreen mode. This is great when you're working on a server and want to have the entire screen available for your session.
From a perl perspective PPM sucks, why hasn't CPAN integrated binary packages yet? Sometimes PPM will tell me that a package is available and then deny me when I attempt to install it, oh man that pisses me off to no end...
Update: PuTTY is available
here.