First, a short disclaimer : I knew before beginning that windows was not the -preferred- environment to develop in Rails or Django. But still, I thought it was more like a matter of taste. After some days of work, I'm not sure anymore. Short story :
It start right when you ask yourself "What editor/IDE shoud I use ?". As a long time java developer, I know my eclipse environnment inside out, and would rebuke anyone trying to convince me that they can be more productive with a simple text editor (well, I would probably try to make it some kind of bet, preferably with food as a prize). Now that I'm starting in another set of technology, I did my homework, to discover that the community acclaimed editor for rails (TextMate) is OS X only.
For the record, I did settle on Aptana for now, and I'm quite happy with it, for its own qualities more than for its eclipse-based-environment : it is fast, offer the minimal syntax coloring/code completion that I need, give some support for regular actions (start server), visual help for version control and (more important) quick management of multiple terminal windows.
Next, both Django and Rails are "command line heavy", which is something I actually like very much (as many people, I type faster than I select a menu, than confirm, then click on something else). And there it begins : the DOS prompt is'nt exactly on par with a linux shell. While Aptana (and Git distribution) provide some kind of emulation (cygwin based, I suppose), it still has pain points (notably problems with reusing/importing windows PATH). Git itself won't work at all in a "normal" DOS prompt, so the emulation is required.
Further, most examples, tutorials, Q&A on those technologies seems to refer to *nix environment (path names, etc).
Bottomline : I did already thought on installing a linux distribution on my main machine (at least in dual boot), so this will probably only make it happen faster. Any opinion on the capacity/productivity on the windows platform for this kind of development ? Or on a good first linux distribution for a long time windows user willing to program without too much hassle ? I like to learn new things, but not to spend hours configuring my machine : it (and the OS especially) is here to make me win time, not the other way around.