2. Why? Slow site performance on Windows Drush is not fully supported Needs to replicate hosting environment Fail safe
3. I Still Want to Use Windows! *nix emulator (Cygwin, MKS Toolkit, etc) AMP stack on Windows (XAMPP / WAMP / Acquia Dev. Desktop)
4. OK, Other Options? Linux in virtual machine Switch to Linux or Mac entirely Great reference on Drupal.org Drupal Quickstart: Pre-made Development Environment (http://drupal.org/project/quickstart)
5. Extra Benefit Play and learn Linux Familiarity with web hosting stuffs A great intro to VPS and Grid Computing (clustering, load-balancing, failover, etc.)