Linux and Mac are very similar in their infrastructure- seeing as that one is linix and the other is unix. You have to decide between two things: elegance or freedom. Linux is more of a development kernel while Macintosh carries a more consumer-orientated kernel.
Windows is kind of your middle man, but with a very different infrastructure. While unix and linux build attached drives to a /media/x directory, Windows 'spoofs' it to appear as its own drive, or at least mounts it and doesn't show the mount source. Windows isn't exactly as open as, say an OpenBSD linux distribution would be, but it definitely appears more open than say OS X Lion, a Macintosh OS.
I haven't messed around with installers too much, but here's where linux definitely gets the downside. While in a unix environment you're forced to compile most require assets with your build, modern Windows installers will check for your preconsistencies then echo back what you need and ask if you would like to install. The .deb form of installers on Linux (particularly Ubuntu and other spin offs of Ubuntu) are coming close to the elegance and ease of Windows installers- they check for dependencies then echo them back off to you, without having to initiate a terminal command, or so. Mac, hands down, receives the award for easiest install system. It practically forges a mount of a disk to your computer so that you can just drag 'n drop the application files over to your Applications folder.
For general application development, I'd lean toward Windows. While Linux is more open, high end engines/IDEs that are easy for the user to get comfortable with and comprehend are not available to it. General libraries that Windows developers have grown to know and love are not available, and have to be emulated by another library. The same problem can be found with Macintosh. The time is slowly approaching where most development programs for applications will be available on all platforms, but that day is still quite a bit away.
Now, let's talk security. Most viruses now-a-days are targeted at Windows users. Why? Their infrastructure is common and easy to target, so it takes little prior knowledge of computing and programming in general to create malicious havoc. Macintosh and Linux have been known for their excellent grades of security to the consumer base, but that is simply because most hackers will target the Windows platform if they want to carry out a malicious deed. Especially since most business with servers will run on a barebones Linux server or a fully deployed Windows Server.
I could sit here and go over countless aspects for hours, but it honestly depends on who you are: Developer or Consumer?