With Windows, you can turn font smoothing off completely and the fonts look like pixel fonts. With Linux and Mac, things look terrible without font smoothing.
See this post for an explanation of the fundamental difference between Mac and Windows font smoothing: Mac tries to render as closely to the printed typeface as possible and Windows tries to look good onscreen.
http://www.codinghorror.com/blog/archives/000885.html
Odd... Personally I see Mac as gorgeous on screen fonts, and whenever I have to check things in IE on Windows XP the fonts look like some kid knocked them up in paint shop pro on a lazy sunday.
Maybe I'm missing something, but I've not seen nice fonts on windows yet.