On Windows, VS debugger beats everything else I've seen hands down.
It's not hard to support Windows if you're writing good cross-platform code; there are a lot of libraries (Qt, Boost, etc.) that make things much easier than they used to be.
Again, I see lack of Windows support mostly as programmers being lazy (and I've said the same thing about lack of 'nix support, so don't think I'm being biased).
If you don't write portable code you're doing it wrong.