Python in Windows is excellent.
There is a good IDE.
Stani's Python Editor (SPE)
Spe is an Integrated Development Editor for the Python
programming language (fully compatible with Blender).
You can also create GUI programs using wxPython.
And, with py2exe, you can even make python scripts into exe programs that don't need Python installed in the end-users pc.
Cheers, ;)
Python in Malaysia, www.python.org