QFT
I develop in Windows and OS X, and the price of Visual Studio is shockingly high. The Express versions are no good for serious development (for example: no support for 64 bit, Unit tests, Team Foundation Server and a separate app for each development type). Once you're into paying territory you need some serious money!
AFAIK Visual Studio 2010 is only available Including MSDN subscription of varying levels (which means an annual payment) and the price of entry is $799 and it goes all the way up to an eye watering $11,899. That's just for the first year and after that you have to pay renewals of between $549 and $3799.
Visual Studio is a more mature and in many ways better product than xcode, but I really like xcode 4 and feel it is moving in the right direction (still too many bugs though!).
However, even allowing for the fact that Visual Studio is better, the cost of developing on Windows is far, far higher than on OS X