Personally, even for desktop use I prefer the slightly smaller VX. It doesn't have some of the more advanced features of the MX but I find it not just a better 'use-anywhere' mouse but also better feeling to the hand.
There's something about the way the MX behaves on a Mac using either the included or third-party software that I really don't like over Windows using the Logitech software. It's little things like the fact that the microgear disengagement isn't reliable under OS X, but it all served to irritate me enough to withdraw using the MX on all my desktop Macs.
But its also annoying under Windows, even though it's behaviour in general might be more consistent. Things like the chronically short battery life. A couple of days of hard mousing and it's out of puff, and being me I often forget to put it back in the cradle - so when I come back after a few weeks it's dead. Got so fed up of this that I recently replaced all my MX mice with either batteried (VX) or corded (G9) models.
In fact, apart from the scroll wheel I prefer the MX1000 in almost all respects to the MX. The 1000 works flawlessly on a Mac or PC, moves almost as smoothly as the MX does and has a long battery life. My few remaining rechargeable wireless mice are now all MX1000's.