Inconsolata is also what I use exclusively. I make a point to install it on any new box that I'm going to be using regularly.
If you feel the same, check out Inconsolata-dz:
http://nodnod.net/2009/feb/12/adding-straight-single-and-dou...
Screenshots:
Similarly, Monaco doesn't look half as good on Windows :) Text rendering differs on OS X and Windows.
I find Andale Mono to be the perfect blend of legibility, distinctive character forms, and lightness, for black letters on white background. With its shorter and rounded letterforms providing a sense of white space between lines, I suspect this font is reminding me of highly legible daisy wheel printouts. This is my font of choice for both coding and plain-text email. It's not as widely known, but people who use it become somewhat fanatical.
In Terminal I use amber on black, and find Monaco 10pt. better because of the line height and old school terminal feel. I suspect this font reminds me of the plotter-style vector fonts pre-dating MS-DOS. Like Consolas, Monaco has a slash through the zero, which I much prefer.
Just for fun, try http://sensi.org/~svo/glasstty/ in 20 pt (15 pt in Windows) terminal window. It's a DEC VT220 terminal glyph font complete with raster lines.
Why would changing the font affect the brightness of the colors in the terminal?