Some developers use only command line software and tools, but many developers, myself included, find many benefits to using an Integrated Development Environment (IDE) that provides a GUI editor, a source file editor, project management, a debugger, build configuration management, and more. Linux has several good IDEs available, my preference being KDevelop. Apple released XCode (previously ProjectBuilder) with OS X 10.3. Both KDevelop and XCode are excellent IDEs, and are available for free.
Microsoft Visual Studio is the de facto IDE for Windows, but carries a hefty price tag, even for an academic version. There are other free compilers (not IDEs) available for Windows, such a Borland's BCC, MinGW, or Digital Mars, but Microsoft's compiler almost always produces the smallest executables. Earlier this year, Microsoft released its compiler as a free download (the same compiler used in Visual Studio). A few months ago, Microsoft took it one step farther by releasing a free version of Visual Studio called Visual Studio Express.
While it's fairly certain that Microsoft is doing this to encourage development of Windows software (and hold on to their dominance), there is still a net benefit to hobbyists everywhere who are interested in programming but couldn't afford a "real" version of Visual Studio. If more people are encouraged to program, then there are more people who can contribute to the programming community. This could mean more open source contributors, it could mean more brilliant minds producing commercial software, it could mean more awareness of languages and tools... but it certainly is positive.
Visit the Visual Studio Express page. Anyone interested in dabbling in some programming on Windows now has the most powerful free tool available (for Windows). Use it wisely.
Note: As I have stated many times before, I am neither pro or anti Microsoft. Please do not read anything more into this post than what is explicitly here.
Are you trying to tell us all to switch to Microsoft's IDE and develop only Windows software?! haha, we know (hope?) you have no hidden agenda. ;)
No, not at all. I'm only pointing out that many people (90%+) only use Windows, and so would require Windows development tools to become developers.