I have found that CAPI and GP graphics output on OS X look much more beautiful than what you get on Windows. Alpha channels for colors, much smoother drawing, infinite precision at all magnifications due to display PDF. Windows is strictly bitmap oriented. OS X is display PDF unless you manually copy from images to pixmaps, in which case that is strictly bitmap oriented too. 

OS X does not properly interpret :BUFFER and :LOCAL-BUFFER options for pinboard display drawing. Windows needs these buffering versions for smooth output, but OS X does not.

Font sizes are different between the two OS's. Windows cannot tolerate fractional line-widths, nor fractional rectangle dimensions in GP drawing routines.

All graphics on OS X occurs in one specific thread, for all windows. On Windows, each interface gets its own thread. Both systems need you to perform EXECUTE-WITH-INTERFACE. Because of the 1-threadedness of OS X it is easy to accidentally lock up the system during development phases, requiring a forced kill on LWM. On Windows, each window has its own event loop, and so if one window locks up, you can still get to others in the LWW environment.

Is it just me and the age difference between my newer Intel iMac and the much older Pentium IV Windows machine?, or is OS X really much much faster at drawing things? Windows needs manual buffering of displayed regions in backing pixmaps. OS X does not, since the OS already buffers for display compositing.

These are off the top of my head... I'm in the midst of doing just what you say you want to do -- develop on OS X and deploy on Windows.