I'm a real true Linux believer, however I must say this isn't true. I'd used Perl on Linux, IRIX, Solaris, Mac OS X and Windows and it doesn't make much of a difference, really. OK, Windows generally sucks, but Open Perl IDE is really good, and ActiveState Perl is OK.
So my advice is : go with Unix (Linux and OS X included). Stick with windows only if you have to.