BTW, in my opinion Slackware is well suited for setting up cross-compilers if you decide to give linux another go. I have mingw, djgpp, cygwin, and uclibc cross compilers setup under Slackware 10 using various versions of GNU gcc. Most were rather simple to setup and work rather well. To me Slackware in general just works much smoother with vanilla sources as GNU gcc, without running into all the common problems that sometimes crop up with the highly customized versions of apps routinely used in other distros. In short the whole process just seems simplier to me. And as a bonus, Slackware will force you to actually learn linux to a certain degree.
But I haven't ventured much into the world of GUIs (from a programming standpoint), Linux or Windows, simply because I perfer the power of the command line, especially under Linux.