I do. Our official deploy environment is RedHat, but our official development environment is Windows. I use a linux distro in a VM to do most of my dev, but since a lot of guys use Windows I have to make sure that scripts and such work in both. The actual coding I don't switch as often, but there is some. I use emacs for most of it.
More often than you realize. I switched from Windows to Mac at home last year, and being able to take my editor with me was critical. I also had Windows/Linux machines prior to that (and now, of course, OSX and Linux).