My experience has not been the same. Making Windows do reasonable stuff, like not lose focus for dumb reasons, close windows instead of minimizing them when you hit the close button, have virtual desktops at all, have a good fuzzy-search app launcher, and so on, has been a pretty rough experience. Lots of these problems have solutions that technically exist but are so cumbersome to use I'd rather not bother. A real solution called LiteStep allows you to create an environment that is reasonable to use if you put in a lot of effort up front and are okay with your shell crashing every couple days.

Beyond the UI stuff, some MS software is just not meant to be uninstalled. I wanted to test an app without the VC++ 2008 redistributable installed, to see which dlls a user would need. Easy, right? Just go to control panel -> add or remove programs -> click on VC++ 2008 redistributable, and it's gone... except that all of the dlls are still there, in a huge folder with hundreds of other dlls. Which ones are for the VC++ 2008 redistributable? I have no idea. On some platforms I could just rm -rf VC++2008.framework, but not here. I guess MS thinks it would be better for usability if people had to reinstall the OS and wait through hours of updates just to remove some shared libraries.