For anyone coming from the Linux world, getting up and running with a development machine is a matter of minutes. All one has to do is use his favorite package manager in a manner similar to this:
apt-get install mono monodevelop mongodb python...
And just sit back and wait.
But what do you do in those days when you have to use Windows for development? What if using a Linux VM isn't a viable option?
Chocolatey is a superb open-source package manager based on NuGet which brings the benefits of package management, including keeping your software up-to-date, to Windows. Due to its core, I believe that it was initially targeting .NET development, but this is not the case anymore. Among the packages I install are GnuWin (because you can't live without the GNU command line tools), node.js, mongodb and python. Obviously, one can use it to install Mono and MonoDevelop.
I believe that with the great community that has started to evolve around Chocolatey, the repositories will grow richer and into more areas, and Windows development would become as fun as Linux development.