I use WinSCP/BitKinex/MobaXterm depending on what I'm doing. I also have a few Linux VMs. I wouldn't use Linux as a desktop OS though (it's pretty garbage for that, and OS X isn't much better these days). It's much easier just to have VM running in the background. Given the popularity of .net and what not, someones getting work done on Windows somewhere.
This guy has a decent list of power tools you may find useful on Windows: Scott Hanselman's 2014 Ultimate Developer and Power Users Tool List for Windows - Scott Hanselman
Must-Have Windows Software (or Windows Programs that I use) - good coders code, great coders reuse
With Linux you can achieve a quite amazing setup on a desktop or laptop for great workflow.
If you venture into the territory of windows managers and not just desktop environments you can reach some pretty amazing levels of efficiency. I used i3 i3 - improved tiling wm for a while and it emphasizes workspaces and keyboard navigation. There is nothing productive about slogging windows around a screen and alt tabbing things. I've gotten more done my laptop running i3 than a desktop with 4 monitors and XFCE.