The later Windows versions have Cleartype. (I'm not in front of one so I can't give exact examples). Somewhere through control panel in Win you can tweak the Cleartype settings, but I don't think it gives as much anti-aliasing control as Mac OS. You definitely can tweak it though to find a setting that suits you.
Linux, I have no idea. All of the boxes I work on at work are just shells (no GUI).