Yes and no. I sometimes develop in Windows (I find the UI easier to work with than OS X or Linux, just a personal preference) and I just run all the server-side tools I need in a tiny Linux VirtualBox VM.
It's an ideal setup, really- when I'm done with development and watch to kick back and watch a movie, I just put the VM into sleep mode and kill off those background tasks.
I spent the first year of my Rails development on Windows and it was so painful - slower, strange bugs, many unsupported tools/libraries.
This seems like a reasonable decision, but one in a long list of reasons you can't easily develop on Windows unless you're targeting a Microsoft stack for your product.