Lots...
... I 'switched' back in the Mac OS 8 days, when the PCs were running WinNT 4. In the Mac OS 8 and 9 world, programs were hard to come by, and trying to do some things was very difficult. One of the programs I had to use all the time was 'File Typer', because Mac has these invisible 'type' and 'creator' codes that cause trouble when you get files from outside the Mac. Also, there was the mysterious 'resource fork' which would be messed up. And there was the 'driver' issue when connecting SCSI drives to the Mac.
Still, the ease of use was vastly better on the Mac than on the PC. You install a program and it just works. You connect the machine to the LAN, and it just works. Don't like a program? Trash it. Want to move it to another folder? Drag it. No invisible 'registry' to trip you up; no arcane editing of INI or BAT files. The menu bar is always in one place, not drifting around; it's easy to see what you're doing at any given time.
Mac OS X is an incredible improvement to the Mac, though. The 'type' and 'creator' nonsense is mostly gone; I haven't needed File Typer in a long time, nor have I worried about 'resource forks'. Networking is vastly improved.
There isn't anything you can do in Windows that you can't do in Mac OS X, but there's a lot of things you can do in Mac OS X that you can't do in Windows.
Here's an example. Suppose you copy some files to a Zip drive in Windows. How do you know when it's safe to take the disk out? You don't! Some people wait five minutes religiously. Others enter a command such as "chkdsk /f" in the hope that the buffers will be flushed. Even so, you're bound to get a trashed disk sooner or later. In the Mac, you tell it to eject the zip, and it makes sure everything is right before it ejects the disk.
Those commercials you see where people plug their camera into a Gateway or other Intel PC and make a movie and burn songs to disk - that doesn't happen in real life. On the PC you have to track down a variety of third-party programs and hope you can get them to work together. Some of those programs are pretty good - like Nero for burning disks - but they don't work together as seamlessly as what the commercials show. On the Mac, these things really work that way, because CD burning is built into Mac OS X, and iPhoto and iTunes come with the system.
What has Windows got that Mac doesn't? More games. Now if you're a gamer, you know that 95% of all games are junk, and there are junk PC games, and there are junk Mac games. There are good games on the Mac - I like CivIII and Star Wars Galactic Battlegrounds - but I woudn't buy a Mac solely to play games.
I have -- and love -- a Mac G4 Cube these days, with 10.2.3 on it. I also still have a PC, but I use it mainly to access the office VPN, because the office uses Microsoft's proprietary PPTP protocol. I hate being locked into things like that. Virtual PC might be an option for me there.
Admittedly, a Cube is a particularly lovable machine, with its small footprint and quiet operation. But in general, Macs keep their value longer. A two-year-old PC is hand-me-down or landfill bound; a two-year-old Mac is still going strong.
