Another gem is SQL Server, even the Express version is fast and has solid backup-restore features.
Powershell provides a (still somewhat embryonic) scripting environment.
One nuisance is the relative dearth of free-free software. The thinking seems to go, that because MS gets money, then so should developers of small utils and such. It gives the entire ecosystem a slightly different feel, and you often find yourself paying $10 or similar for small, almost-trivial add-ons, that would have been free on other platforms where a tradition of sharing for the good of all is the norm (codeplex -- I think -- have helped in this regard).