Another one is the easily accessible documentation in man pages. I don't think the Windows documentation and the KB articles are nearly as well organised as the man pages.
Performance-wise, there really isn't that much difference; the latest versions of the Windows, Linux, *BSD and Darwin kernels are equally capable in my experience. In fact, I wouldn't recommend against NTFS as file storage; we use it to store a very large amount of data on Windows 2008 servers and we are very happy with it.
The MSDN site has always sucked, and it's almost always better to Google searches for MS tech help than search within MSDN or the knowledge base. (I frequently find the MSDN article I need from Google. In fact there is a MSDN search widget available for iGoogle!!!) Language and framework docs, help, and searches from within VS are quite good, and from what I've seen of VS11 beta, even better. Also SQL server docs are good.
But, yeah searching for OS docs & help is no fun.
Doesn't address your remote access... SSH is really nice and lightweight and the fact that Vim works is great for real sticky problems. Powershell has a remote access mode but I can't say I know much about it.