Accounting: I'm surprised that there are no real FOSS contenders in this space; at least on the low end, such packages are perfectly suited to a subscription model (hey, those tax tables don't update themselves.) This is a niche, however, where people probably feel better paying for a bit of piece of mind (nobody ever expects an audit...)
Photoshop/Illustrator: GIMP is 90% there for 90% of people. Opens PSD files, so it would seem to fit into most folks' workflow. I'm honestly not sure where Inkscape is at, but it's only going to get better.
Access/etc: If your business depends on Access or something similar, you're almost better off running it on Windows. When you scale it, you can scale it onto a better platform.
SQL Server: I think you'll find that Postgres can 'do the job' significantly better than SQL server under almost all workloads. Mysql is, of course, a running joke amongst anyone who knows what they're talking about. Obviously, if you're going to migrate to a new DBMS, there's going to be pain. SQL 2005 to Postgres is no more or less painful than Oracle 9i to SQL 2005.
Exchange: There are umpteen trillion unix-based (OSS, free beer, AND payware) 'groupware' suites. Most of the better ones have an Outlook plugin if you're still using Office.
Visual Studio: The choice of an IDE is INCREDIBLY subjective. I have /never/ liked Visual Studio, although that's not to say that others aren't more productive using it than using any other IDE. Developers, ultimately, need to be able to choose their own IDE; as long as it integrates with the higher level workflow and speaks the same language dialect as the rest of the team, who really cares? I know some people who swear by Eclipse (which I tried at the start of last year and didn't like much,) and some people who won't code using anything except nvi. For what it's worth, I find that Code::Blocks has a great feature:heft ratio.
You're right about one thing, though: games. At home, the ONLY use I have for windows of any stripe is the (sadly, more than) occasional reboot into XP64 to play Farcry 2 or Fallout 3 or the depressingly bad port of Saints Row 2. This will change, however, and not in the direction that most people are hoping. Consoles are already in the process of murdering PC gaming to the point where all we'll get given to us are bad console ports (Saints Row 2 was the most egregious example, on a 4-way 3.2GHz machine with a GTX260 the framerate fluctuates between 3 and 85fps) loaded up with DRM and other nonsense. Of the three games I mentioned, only Fallout 3 considered the PC to be a first-tier platform, and that's most likely because of Bethesda's history as a PC development shop and the fact that the Fallout 3 engine is a direct descendant of the Morrowind engine.
After the next generation of consoles, I'd expect gaming on Windows and Linux to be roughly at parity, and I'm not expecting anyone to port too many more games to Linux. Wine will run the bad ports well enough, and there will be a thriving third party aftermarket for keyboard/mouse connectivity kits for consoles.