- Good window management: The scroll wheel in Windows only works when I click inside IE. I can't just move my mouse over the window and start scrolling. This takes a lot more work than you'd think it does. There's also not "Always on top" choice, meaning cluttered space becomes really annoying, bringing me to my second point
- Virtual desktops or workspaces: When the space is cluttered, which is normal because I'm on someone else's computer and can't close any of the stuff they left open, I can't just switch to a new desktop to start fresh. It really sucks. If you live in Windows, you have no idea how much this one hurts.
Middle-click to paste: Because I'm pasting from stuff all the time, I can normally hold two states, the Ctrl-C one and the highlighted one. That means, for example, if I want to paste the name of an article and the link to it, I can normally highlight one, copy, then highlight the other, move over to my blog or wherever and paste both in without switching back. There are a million other uses for this stuff. Highlighting and middle-clicking is just easier, anyway. Speaking of easy ...
- The deskbar applet: I can generally just highlight the word or phrase that I want to search for, look up, or note and just hit Alt-F3. Everything is right there and it's painless.
- A decent file system: I never know where stuff is buried in Windows. Data is just as likely to be on drive C: as it is on drive D:. If it is on drive C:, how many layers do I need to go down to find user stuff, and is that stuff in the "All Users" section or the one I'm logged in as (which I never seem to know the name of because it's no my computer)? Absolute rubbish.
- A well laid-out menu: Even if I don't know where an application is in Gnome, it's easy to find the menu entry because the menu is categorized. Every Windows machine I work on has a menu which is longer than the screen and which has no identifiable layout other than (sometimes) the software house that made it.
- Pop-ups: Everything is always popping up to bother me, even if I've got a presentation going. Sure, no problem, just tell me that I need to so updates in the middle of a full-screen presentation. Send ugly little system noises over my listening exercise.
Mime-type handling: Want to download a PDF from a site? Sometimes it'll work and sometimes it won't. Sometimes the PDF plugin crashes the whole browser. And what if I want to use a different program to open it, but don't want to change the default on a computer which isn't mine? No right-click "Open with..." menu of apps to choose from.
Honorable mention -- Two panels: This doesn't actually bother me, but it would if I had to use a Windows computer full-time. One panel just isn't wide enough. The menu is the single-button variety. The task bar is always crowded by the notification area, which itself is too long for the area it is put in, so it folds over on itself. Oh, and the notification area has that awful expand button that only works for a second until you actually find the icon you want to click, then closes before you can do that. There's no space to put a bunch of common launchers. I don't even know if Windows can do an applet or not. If I had to use that crippled panel all the time ....