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.If you are using Windows, your options are very, very different. Personally I didn't care to pay for MobileMe on top of all this and there are also limited benefits when you're on a PC. If that's what you're looking at, I'll pipe up with what I've discovered after many hours of scouring for information about a similar transition.
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.