So here is how to make a windows installer in Debian:
$ ./setup.py bdist_wininst
and a file dist/sympy-0.5.9-hg.win32.exe is created. I only have regular python tools installed. So we just upload the exe to our site and that's it -- kind of scary, since I don't have means to test it.
But one time I tried that on one of brother's computers with windows and not only it worked, but also the 3D plotting using pyglet worked out of the box! If you are curious how it looks like:
So it has it's advantages to develop pure Python programs - they really run everywhere.
I think installing things like Python and playing with SymPy on windows must be pain (maybe people just download SymPy for windows and then run away with disgust). But just the fact that they try means, that people doing science do use windows a lot. And I don't think this is going to change any time soon. I also fully agree with Michael Abshoff's recent post about this issue.