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process explorer: htop, vmstat, iostat.

procmon: strace.

tcpview: netstat, wireshark.

They're all pretty easy to use.

also iftop and iotop to monitor network and file system usage by application

Didn't know about iftop; thanks for the suggestion.

I would be quite interested to learn what it is you would like to see that lsof does not show? (yes, this is a genuine question, I do not know Windows tools)

Maybe if you elaborate what exact functionality you are missing. Look at "sar" and "sag" for example.