Visual Studio + C# + Resharper = .extremely. productive development environment.
Video games tend to require lots and lots and lots of code, so productivity is absolutely critical - especially for independent developers who don't have a dozen man-years to blow on a project. Using autocomplete I can produce raw code an order of magnitude faster than I could by typing out each symbol name by hand. That combined with amazing refactoring/cleanup tools makes windows extremely lucrative for gamedevs.