One thing I can't fucking believe Windows does do properly, is show you .psd thumbnails in the Windows Explorer.
How many years has this format been around? As long as PDF, I think. And OSX is able to preview these .psd files in the Finder - has for years!
Yet when you go to open something from within Photoshop, or if you use the Windows Explorer to go find a .psd, ai, etc file - you're left trying to use the file name and the tiny preview box (that only shows once you click on a thumbnail) to find what you're looking for.
If you save 2-3 versions of graphics in different sizes.. this becomes a fucking pain in the ass. Just another thing about Windows that no one is going to remember during an argument of OSX vs Windows, but exists as one of a billion stupid flaws of MS's operating systems.
But Alas, here's a 3rd party solution:
http://mysticcoder.net/mysticthumbs.html
</rant>
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