I find it a lot easier to run a program to the Terminal window than it is to the Command Prompt window, but again - that's just me. On a Mac, you have Xcode, and it's pretty easy to compile a C++ file to a Unix Executable anyways. Then again - I don't have much experience on a Windows. I enjoy programming on my Mac more than programming on a Windows.
I have the option to program on both, however my opinions a bit biased because I like Apple.
