I have the new 20GB iPod and use it with Windows.
I had so much trouble getting it to work with my computer that I almost returned it. Turns out that Apple's Firewire implementation is particularly sensitive to the kind of Firewire card that's in your computer. I ended up buying the $20 USB 2.0 cable and that seems to work well.
The biggest downside for me is that it doesn't support WMA format files.
You might want to take a look at the new Dell Digital Jukebox. Same concept although the design isn't as nice as the iPod. However, it is cheaper, promises better battery life and support WMA.