In general, I agree that Helvetica looks much prettier on a Mac than on Windows (one of the main reasons I despise seeing font-family:Helvetica,Arial,sans-serif; on pages). Some other fonts don't look too bad on Windows, though.
I don't know much about font rendering; this is just what I've noticed. For what it's worth, some screenshots of the same text with font-family set to Helvetica [0], Myriad Pro, and Segoe UI on Windows 7, Firefox.