I strongly prefer OS X and Macs to running XP or Windows 7. (I've no experience with Vista, I know XP extremely well and Win 7 well).
Even so, there are several domains in which Windows crushes OS X -- and has for many years.
One example is Windows terminal services/remote desktop. It's fabulous technology; Apple's VNC variation is relatively pathetic. Another is Parental Controls. A third is the file security model. There are about a half-dozen of these persistent, significant, but little noted Windows advantages.
One of the most peculiar Windows advantages arises from Apple's approach to product uninstallation. Take CrashPlan for example:
Windows: Use Add/remove programs.
Windows -- Use Add/Remove. Mac - go to the product website (if it still exists), find an installer, download it, run it.
One of the painful memories of my OS/2 days was learning that installation was irreversible. Many applications could not be uninstalled from the WorkSpace environment. Things are only a little better in OS X.
Yes, many apps can be uninstalled by dragging them to the trash. Many, however, cannot.
This is an ancient problem, and Apple has never shown an interest in fixing it. It's one of those lacunae that makes OS X feel old and forgotten.
PS. Incidentally, the CrashPlan uninstaller is a very unfriendly unix shell script that, at one point, asks for your admin password in a fairly cryptic manner. It fits with my suspicion that CrashPlan has been causing my MacBook to lockup on awakening from sleep.