I only use Windows (with my iPhone), and there really aren't any major issues. Most iPhone owners use Windows, so it's not like we're some kind of ugly step-child. Everything works fine for me, and has since day-one. I can't say the same thing for Palm's HotSync or MS's HotStink. Why, exactly, do you have this idea that you are crippled if using an iPhone with Windows? I don't see it.
(1) If you use Outlook, which many Windows users do, there is no adequate tasks application to get your tasks out! The only option I have found half good is ToodleDo. It has a web client. There is nothing good with a WIndows desktop client.
(2) Go to the backup thread which I started and go to the end. There were some very useful posts about how sync works as well as backup. I was on the Palm and syncing was cake. On a PC, you've got to do apparently 3 different things to make a sync work for your phone (wire does audio/video, make sure windows imports your pictures, use WiFi to sync docs below.)
(3) Not PC but Palm related - be aware of WiFi. Unlike Palm where you put the phone in the dock and worry no more, all documents like Docs to Go for the iPhone, standard in the Palm, do NOT sync with a wired sync - yes, this is odd. You have to turn on WiFi and then pair/connect to your PC and sync. If you're saving batteries like I am, this is a chore especially on a PC. If you don't have a wireless router connected to your PC you'll need one. You also need to go to Dataviz and download the software. It's another oddity you'll see happens - you can't get everything you need at iTunes store in one shot.
(4) There are no tasks/organizers/agenda/GTD clients and apps that work for Windows. Virtually anything good and usable only has desktop clients for the Mac. IF you used Bonsai or RexWireless on BB, you're going to be disappointed.
(5) Not PC specific but it has it's own issues - you can't sync on 2 or more PCs without doing a hack with iTunes that will sync your data but not audio/video media.
There are some other things but these were some of the issues I had. The way I got around some of them was to use Pocket Informant. I sync that to Google Calendar. I sync Google Calendar to Outlook. I sync Toodledoo to PI. A maddening chain but it's working for now without breaking. I think the Mac as better integration of calendar/schedule/GTD and a few other things.