I'd want to add that working in a windows for dev, linux for deploy environment will eventually make you constrain yourself to using libraries which work on both platforms.
Which, unfortunately, is a big gap in Python. We had this developer using Windows who wouldn't want to install Visual Studio. So we tried finding binaries for stuff like LXML, and the newest versions we could find where a good two or three years old. Eventually we hit a wall with one of the packages (I can't recall exactly which one, but one related to cryptography I think.) We couldn't find a binary, and installing Visual Studio + configuring to work from the command line, etc. took way more time than setting up VirtualBox with an Ubuntu machine.
I agree that the whole situation with C based python packages on Windows is really quite broken, but until they get around to actually fixing the situation every python programmer who has to touch windows should have http://www.lfd.uci.edu/~gohlke/pythonlibs/ bookmarked.
