iTerm is OSX' killer app. Couldn't find anything similar on Windows. I used MobaXTerm which is ok but never feels as polished and slick as iTerm. Especially iTerm's own fullscreen mode which allows to quickly alt-tab is great.
OSX-only apps that I absolutely love and consider must-haves: Free: Iterm2 Spectacles Sip Not free: Dash Textmate (I use it as the equivalent of Windows' Notepad.exe) Transmit Sketch Paw If anyone has any other suggestions for things that they consider must-haves, I'd love to know about them so I can try them out!
Now: InsomniaX (like Caffeine.app, but maintained); Bartender; LaunchBar (mostly for clipboard management - easily my favorite manager); iStat Menus; Atom; Tweetbot; Dropbox; and to a lesser extent, iA Writer. (And BowTie for a Last.fm scrobbler, because it's the only one that works with Apple Music)