Shell
I rely on a programmable shell. The shell should provide basic programming constructs to wrap around a strong set of utilities external to the shell itself. While the NT shell is a huge step up from the DOS shell, and I suspect for users that have learned it, the PowerShell is better still, the Unix (bash) shell in OS X and Ubuntu give me what I want, and others get a different slice of what they want with alternative shells like csh and zsh. Windows substitutes like msys bash are OK, but mainly make me wish for a better native shell.
Utilities
The standard Unix command-line utilities are a must because of their functionality and chainability. Fortunately, on Windows I can use the GNU utilities to have these available natively.
Configuration in Text Files
Another interpretation: I hate the Windows registry. Access to it seems unnecessarily slow, but more importantly one must search through it with only a hope of finding the right setting. I don't much like OS X properties, either. Although the location of a particular setting is not always clear, I much prefer the Unix way of having configuration in text files.
Transparent, Scripted Boot
Again, for me, the registry gets in the way of truly following the Windows boot sequence. Actually, Windows' multi-threaded boot bothers me a little, too. If I were more expert in Windows internals, maybe I would not mind so much, but it is so nice in Unix that there's not much one needs to know a priori.
Device Drivers That Just Plain Work
This is one of my favorite things about OS X. Linux and device drivers is a hit or miss. In Windows, while the story is better now, there are many drivers that either hold the machine hostage from time to time or keep a CPU core busy all the time in a spin lock or other tight loop. I am sure there are bugs in some OS X drivers, but they have not found me yet.
The Dock
This was not clear to me at first, but I now love the OS X dock. It's one place for both my currently running apps and the apps I am most likely to want to run, all visible without minimizing running apps or clicking on the task bar.
The Desktop
I really don't care for the Unity interface in Ubuntu. It is definitely my least favorite part of the product. I know I can use a different Linux distro or probably configure Ubuntu for a different desktop, but why? The standard interface should be better. Hell, I prefer Metro to Unity.
Support for Popular Programming Tools, Servers, etc.
Windows occasionally lets me down here. Python's Tornado does not run on Windows, for example. On the other hand, Visual Studio is an excellent IDE. I certainly prefer it to eclipse. Of course, I also pay for it and resharper, at which point I've spent more on tools than my laptop!