- Keyboard acceleration for application menus is more consistent and robust under Windows. Press Alt + the underlined letter of any menu to activate it and then hunt around using the arrow keys. Press underlined letter of menu item to activate it. No memorizing arcane shortcuts.
- Windows' Taskbar is much, much more flexible than OS X's Dock because it does everything the Dock does in it's default mode and it's got other modes that the Dock does not such as having one "entry per window" instead of one "entry per application that displays a list of windows when clicked". I like entry per window mode. The Taskbar is also highly customizable via something like 7+ taskbar tweaker where you can make "taskbar entries" act like browser tabs (middle click to close). Apple never gives anyone access to the proper APIs to customize the Dock. Developers can't even change NSScreen.visibleFrame so even if you wanted to replace the Dock you couldn't do it properly and windows end up behind your replacement (a bug all dock replacement software shares).
- Apple seems to prefer buttons that have icons with no labels everywhere. Also, they seem to like little tiny buttons for things like Add/Delete an item in a list, where a Windows app would have a nice big button with an icon and a label. Windows is just more utilitarian over all and Microsoft generally seems to value function over style, which matches my own preferences.
- The Windows Explorer is much more flexible and extensible than the OS X Finder. Extending the Explorer context menu is a matter of course on Windows. There's a very robust API for it. Overall, the Finder is vastly inferior to Explorer which is also easier to navigate with a keyboard.
- Save/Open dialogs in OS X are limited. One example: I go to save a file and create a folder. Ooops, I want to delete that folder but I can't do it from the dialog, I have to go and open a Finder instance. Windows generally lets you do anything in an Open/Save dialog that you can do from a Windows Explorer instance. There's a plugin for OS X that attempts to fix some of these issues called "Default Folder X".
- Display management: OS X doesn't have handy features to quickly turn off external displays like Windows where I just hit Win+P. If I want to get rid of a monitor in OS X I have to turn it off or unplug the video cable. Maybe in Yosemite they added the ability to disable a monitor via control panel. OS X also wants to go to sleep if I close a Macbook/Pro lid, even if an external monitor is plugged in.