I'm determined to learn C++ on Windows with nothing but the Visual Studio developer command prompt and NMake. Writing Makefiles on Windows feels wrong and right all at the same time. I've basically given up on Visual Studio and have instead downloaded Gedit.
I'm also going to say this to the horror of many posters here but at the command-line, Linux and Windows are shockingly similar. There's usually reasonable analogs for basic commands.
The Makefiles are so structurally similar enough that I anticipate maintaining two to not become an issue (just simple syntax updates, really).
And the best part is, I can eschew a lot of the MS cruft that rests on top. It also gives me better and much more direct access to the CUDA compiler.