> Probably the biggest problem on Windows is that OPAM, the package manager, doesn't work there. That will come eventually, though

Wodi [1] is a reasonable choice until OPAM starts supporting Windows. It includes many of the interesting/useful libraries (including, importantly, batteries [2] and core [3])

[1] http://wodi.forge.ocamlcore.org/ [2] http://batteries.forge.ocamlcore.org/ [3] https://github.com/janestreet/core_kernel