Care to elaborate what some of the pain points are?
The lack of an open Fortran compiler makes installing a lot of scientific packages difficult.
You mean gfortran ? It works just fine on Windows, you can find a binary if you install MinGW or the one provided by equation.com.
Some things are very hard to compile (or to find binaries) like scientific,cryptographic etc. Other things like uwsgi don't work at all. celery 4 won't be supported for windows. You can't `pip install wheezy.web` (too lazy to debug). Some (most)things do work on cygwin but it still kinda sucks.