Programming is programming and in spirit it should transcend the operating system you use. If you can't program on both, you are going to have problems.
On a related note, getting good at programming on a whiteboard with no OS involved is a tremendously useful skill.
1) When you're using a whiteboard and marker your brain just fundamentally works differently (different neural pathways, etc.) than when you're clicking away in some dumbed down M$ Windows GUI, or elegantly crafting your code in Emacs (No bias at all... I swear
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2) When you go to interview for jobs in the future a lot of times they want you to "program" on a whiteboard. This first couple times I did this it was pretty rough. As I practiced more I got better, and now when I get stuck on a programming problem, I definitely like to go to the whiteboard and think outloud there.
That said, I find that Linux gives you substantially more flexible in doing things in the way that is most intuitive to you, rather than forcing you to develop as someone else sees fit.
We only use windows at work. It makes me cry. But I run a full-screen copy of cygwin and try my best to pretend otherwise.
Oh yeah, and the only real Linux users run Gentoo and compile everything from source.
