I switched to Macs about 3 months ago, and in the past few years of
using iTunes on Windows, it is a bit slower than its counterpart on
OSX. Mainly in the program starting up, and what the guy above said about
synching. Kind of like how Safari loads faster than Firefox on here, is how
iTunes compares to some of the other media playing programs on Windows.
During usage though I never really saw a difference. Snappy, fast etc.
I used Windows Media Player mostly though because it was quicker, and I liked it better. Now on OSX, I like iTunes better.