I have to endure the horrible mess that is Eclipse when programming C++ under Linux at work.
Want to examine an STL object? Here look at the bits under the hood, but you can't see your data.
Want to lock up everything if you have a breakpoint set on a non-existent code line?
VS makes it soo much easier to view (and change) objects. Edit & continue is extremely useful. The next (free) version comes with static analysis tools.
I've recently had to modify a kernel driver for Linux. I ended up writing a framework and wrote and tested it under Windows because Linux doesn't give you any help debugging drivers unless you have a serial port (which the target doesn't).