What's keeping me on on Windows myself is the same as many people here: games. The fact that consoles are a decent alternative for some games and other games are now available on Mac or Linux-based alternatives is inconsequential. Some games I really like to play are Windows-PC only. And besides, I have a lot of older games on that platform that I don't feel like throwing out yet, nor do I feel thrilled at trying to get them to work in another environment. Games are for exactly those moments in which I do not want to be bothered with system administration issues.
But apart from that obvious one, my wife is also on Windows and I don' t like the added overhead from having different OSes in the same network, requiring me to keep different types of systems up to date and working. I know it can all work nicely together and in the past I've put in the effort, but right now ease of use is a serious factor.
And then there's customers. Since my customers use Windows on the desktop almost exclusively, I will always need to be able to develop for Windows and test on Windows; so the laptop I use for work runs Windows. I also like the fact that I can quickly identify with problems they have and use everyday experience to help solve their problems instead of having to turn them down with a smug "I don't have that problem because I am on Linux/Max OS" (which is what I see colleagues do and which is why my phone rings when the customer needs someone for whatever).
As far as licensing goes, it's not so bad. I only have two boxes that I paid a Windows license for (a gaming rig and a media center). All the other devices either come with pre-configured Linux-versions installed (like my NAS and a firewall/webserver/mediaserver as well as my routers) or our bosses paid for the proper licenses.
I used to regret not being able to use some of my favorite software on Linux, but free solutions for virtual machines and the maturity of CygWin have solved that problem as well. With stuff like Gimp, InkScape, etc. etc. working just as well on Windows, there is little or no practical reason to switch, just ideological ones.