There's a vastly higher level of easy customization. For example:
My system panel is on the lower-left corner of my desktop, fattish and only reaching halfway up the screen because I put my IM program above it. My systray is set to be five icons wide, so it only takes a couple rows. I have a readout of remaining space in all my volumes embedded into the panel, and I set the time to display seconds, even though that should seem pretty annoying to most. The "taskbar" part of the panel is very small and only shows minimized apps. I almost never need or use it.
I group similar windows as tabs in the title bar, for apps that are semantically similar but either don't have tab support or can't display enough simultaneous tabs for my need. I have six desktops (three across, two down), and I move between them by (A) rolling the mouse wheel on the desktop, (B) holding down the Win key and pressing any of the Insert/Delete/Home/End/PageUp/Pagedown, (C) Win + Up/Down/Left/Right to move among them in a more spatial way, or (D) setting up a mouse pointer hotzone in the upper-left corner of my desktop which zooms out so you can see all the desktops and click into the one you want to visit. I also have something similar to the OS X Exposé in the two corners on the right side of the desktop -- one that shows all windows, the other that shows windows in the current desktop.
The desktop remembers all the apps that I had running when I logged off. Thi s is a killer app. It remembers
which desktops I had the individual windows running in. That way, I have a specific hotkey that always drops me off to where my email program is, and another to my web browsers, and so forth.
I have it set to move windows by holding the Alt key and click-dragging anywhere in the window. This is because I'm incredibly lazy and don't want to hunt down the title bar if I happen to have one hand on the mouse and one hand on the keyboard. I also have the right mouse button (again, with the Alt key) mapped to "resize". I put my "close window" button on the left side of the titlebar, because I got used to that in the Windows 3.1 days, and because it seems really dumb to put the close button right next to the maximize button. I also have a button on the titlebar that toggles a window's "always on top" flag, as well as one that toggles its "on all desktops" flag. Those are also remembered when I log off.
Ye gods, all these little things. Some of it I can replicate in a Windows environment. Many of them require third-party apps to be hunted down. The stock install doesn't let you do very much. Also, none of the virtual desktop apps really work very well (or, at least, they didn't when I last tried, and I've been told that they're still pretty bad).
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Also, I like X11 forwarding with SSH and easy setup of SOCKS proxies. Half the stuff I do at work is either going through my home computer or actually running
on my home computer. I'm sure this part is available on Windows nowadays, though.
There are probably other things. Truth be told, I'd be fine with giving up Linux as long as another operating system allowed me to similarly customize my desktop. That's why I've run FreeBSD in the past. It's just a little wonky when it comes to video drivers and such, I've found.
edit: Also, because the "Unix" style environment is so highly programming oriented, than you can do wonders on the command line. Like
the analysis script that created this data using the bourne-again shell.