I'm an IT Intern/Student at a public tech school, and I do all my work on my Macbook. The only room on the campus with Macs is the Digital Design class, which I spend very little time in since they don't have many problems.
I mostly manage the servers for our two domains, we have one 2000 server that I know of, and the rest are a mix of 2003/2008 servers. That and occasionally I push out some tasks to the whole campus with Altiris.
I administer the servers using Microsoft Remote Desktop Connection for Mac, works just as well as the one that ships with Windows, and integrates surprisingly well into the Mac experience: if you have more than one connection at a time you get multiple icons on the dock; one for each connection, and a little text box is at the top of each icon saying the DNS name or IP of the connected box.
Macs ship with Samba as well, and I have yet to have a single problem mounting any share or hidden share on any of our servers. smb://<DNSNAME>/C$ mounts the C: drive just as you'd expect, it pops up in the Finder and I can use TextEdit or UNIX CLI utilities to search logs or run shell scripts and do whatever I need to do from a comfy command line that Windows just doesn't have.
As for switching back and forth/keyboard shortcuts, I've never had a lick of trouble, I use Linux, Mac, and Windows daily, your mind just keeps track of it all.