I work in corporate where there is no admin access to my work machine and we're expected to use Notepad for small tasks and Word for big ones. The windows version of Gvim gives me all the familiar keybindings I have on my Linux box at home, with features my coworkers can't get in their editors (I use sed several times a day--what a lifesaver).
The unity in keybindings between my home coding environment and my work coding environment means there's very little cognitive dissonance--my muscle memory does all the work. People who don't spend their time equally split on vastly platforms probably don't understand just how huge of a godsend a cross-platform editor is (Emacs/Sublime have this too--not meaning to suggest there aren't other editors that have this).
I use gVim on Windows and MacVim on OSX and while I'm no uber power user, I think they do the job very nicely. I've never really missed much on either platform in terms of capability.
The only thing I'd say is that viEmu for Visual Studio is lacking in several areas, but the access to VS's Intellisense makes up for it. And that's of course not an issue with vim as much as viEmu.
Gvim on windows is an easy way to get a tool that will do search, regex replacement, quick text editing macros, etc. All you need is to run executable (gvim.exe), there is no need to install, so from a copy of gvim.exe on a usb drive, dropbox, or whatever, (and by memorizing your favorite vim settings!) you can do some pretty advanced text editing that surpasses whatever is available in a stock windows install.
Seamless integration into a Unix terminal environment is one of vim's biggest advantages. As an example, the ubiquitous plugin syntastic provides syntax checking for several dozen languages by simply passing your source through the respective command line interpreter and piping the error response back into vim.
