I prefer Windows. I work in a cross platform shop, my code needs to run on Mac and Windows but unless I'm trying to track down a Mac specific bug I'll do the initial coding on Windows. For what I am trying to do (cross platform C++ development) Windows has better tools. Visual Studio has a better C++ compiler than Xcode. Visual Studio has a much better debugger than Xcode. Beyond Compare is Windows only and I haven't found anything that matches it on Mac (please let me know if there is something that's as good on Mac). Source Insight is only available on Windows - I know that SlickEdit is available for the Mac but I much prefer Source Insight.

All my personal opinion that applies to my particular circumstances only.