This is a bit late to the boat. Not sure about on Windows, but on OS X, Transmission is a great torrent client.

I don't have any evidence to back it up, but I think uTorrent has better network code and produces faster downloads. I use despite its slight ugliness compared to transmission.

On Linux too!

hmm, Linux?

After trying many clients, I have settled for rTorrent (libtorrent.rakshasa.no) which is quite lean and terminal based (so that I can wrap it in a Screen session)

It supports OS X as well.

The uTorrent people say they're working on a Linux version, but haven't given details. Until then, it works well under Wine. Or there are a lot of other options, too.