emacs in Unix. EditPlus in Windows. If I'm in a hurry in Unix, I'll use gedit depending on the distro...
Under editplus I learned about regular expressions and a bunch of things. Funny enough the first thing I made when installed linux for the first time was to install ediplus under Wine. Just some time later when I learned about emacs I really understood the programmers world.
Still editplus is the best editor for windows I have ever found.
I have some "util" apps I use since who knows when under Windows: SqlYog, Editplus, LeechFTP, Putty, StartupCPL (http://www.mlin.net/StartupCPL.shtml), hdclone. It's funny to see how much easy is the world for a developer under linux. Util apps simply doesn't exist. Just some commands that may not come by default on your distro.