My first major success was reversing my Synergy connections, so that the hardware's plugged into the Linux box; that allows me to continue working whenever Windows hangs (which is surprisingly often -- maybe a lot the OS depends on blocking disk operations to complete quickly? Mac users will recognize this as the beach ball phenomenon).
But from there, only failure:
1) My beloved screen runs in Cygwin, but you apparently cannot reattach to a detached session when using it over ssh.
2) SeamlessRDP is an extension to rdesktop that lets you run single programs as top-level rdesktop windows. But I can't get it to work; there are no error messages anywhere I can see, but it's as if it ignores the -s ("specify shell") and -A ("seamlessrdp") flags completely.
I really make an effort to not be grumpy about Windows all the time at work, because I've been around those sorts of complainers before and it's no fun. I've apologized to teammates about it and they've said they hadn't noticed, so either I'm doing a good job of directing all my frustrations elsewhere (like here!) or they're good at being polite.