Phwoa. What an opportunity. I'm a developer/admin. I use windows on desktop, mac on laptop, and do most of my work ssh'd into unix hosts. While I was at uni I worked as a NT administrator in a datacentre but always found the platform like a straight-jacket compared to unix.
1) Windows would be a lot better if there was less of it. A good combination would be a Windows UI, Microsoft developer tools, Microsoft productivity tools on top of a true unix.
2) Why don't you create a 'Developer' version of Windows that costs some more, and includes simple-install of developer tools and productivity suite in one hit? That way when you reinstall your system you can get it all without stuffing around. Any unix you name comes has an install that gives you a super-powerful development stack out of the box: these days they have a compiler, libraries, perl, python, powerful text editors, hex editors, network tools. Windows is near-useless out of the box.
3) The world needs a new type of word processor, where editing is done by structure. Users should then be able to render that data in different ways - styled for printing, or for the web. At the moment data is very brittle.
4) The combination of styles and fonts in Word creates untold damage. Users generally don't know what they're doing, and it's nasty to be the poor bugger who gets stuck cleaning up after a naive user has been at a word document.
5) Some Windows apps cause lots of trouble by the way Windows widgets automatically transform dash and apostrophe characters to special sigils that break in other systems.
6) Windows would be more useful if it had rapid and effective workspace switching ala X-Windows.
7) The alt+tab functionality in excel has always been broken, and this is very annoying. Your OS division broke alt+tab functionality in Windows Vista+7 and this is super annoying too. (I've discovered alt+esc is some compensation - it fails to minimize but does reliably moves things to the back of the switching stack, unlike alt+tab which is now completely unpredictable). I've been using Windows 7 on desktop for six months. I can't think of a UI change I've encontered which I consider to be an improvement. The Windows UI has become less usable with each release since Windows 2000. I think you're driving it with focus groups, and there's no coherent plan. If there is a coherent plan, you could change what's driving it.
9) The desktop can still be cool. Desktop can have multiple monitors, comfortable keyboards, nice sitting positions, good audio-visual arrangements. You could play this up more. It would be great to have something like a phone that you could dock and which became your desktop system.
10) Disk sharing over SMB is a poor experience. I can't believe that it needs to be slower to interact with than a web browser when it's on my local network.
11) Windows file locking is annoying.
12) Telnet is an extremely useful tool to have for helping diagnose problems over the phone when dealing with naive customers. Your team removed it from the standard Windows install. Put it back in, and improve its support for complex TTYs. You should ship a ssh client while you're at it, putty is perfect.
13) For the love of god, please get somebody to take fifteen minutes and update notepad so that it respects unix line-endings.
14) I doubt you'll be able to create a successful new platform until you change the way you relate to your audience. People have been burnt by the experience of Windows lockin. But if you took a stand against copyright, and started focussing on creating flexibility for your users, people could change their minds. Imagine if MS started trying to make Windows support all the formats, and started pushing back attempts by media companies to build lockin situations.