Of the big two, I prefer Windows. It's easier to use, it's got a much larger software selection and it's a lot more customisable (assuming you know where to find the registry and administrator tools.
I do use OSX on a regular basis, and it infuriates me. The need to enable right-click is ridiculous, the titles for the Exposé buttons on the mouse configuration are puzzling, Launchpad is awful (it's just a slightly less useful form of Ubuntu's silly dash), the keyboard shortcuts feel incredibly disorganised (do I press Cmd, do I press Alt, do I press both? Who knows?) and Finder is absolutely horrific (seriously, why do I want a window without buttons as my default option? Why is it so difficult to change the default view?).
For all its faults OSX does have its benefits. It wins in the looks department, and Exposé (once you've found the right option) may be the single most useful thing missing from so many other systems. The universal menu bar is always nice, too. Of course, there's also the benefits of Adobe's products working considerably better in Apple's offering. I use Photoshop regularly, in both OSs, and I never fail to be disappointed at how it is in Windows. The menus are ugly and the full screen is a real pain to configure (seriously, why are they so different?). I'm sure there's other issues, but nothing comes to mind.
Neither of those could ever match up to Arch Linux, though. The level of configuration available is absolutely huge. Setting it up may be necessary and hugely time-consuming, but there's something fun about it. All those hours selecting packages and I'm never disappointed. Will I go for an all-out KDE system, or the most minimal LXDE I can manage? Will I skip those entirely, and just run off a window manager? There's something fun about the whole process, and everything is exactly as you need it when you're done. Just run pacman to update every so often and all is well.