I have just got a MacBook Pro and have been using it (+Fusion) to develop on for about a month now. The purpose of this question is similar to Hidden Features of C#; to become a how-to of tips and trick for windows development on a mac.
I should clarify that I am aware of boot camp but do not use it (nor do I have any interest to), hence my use of steady state to make sure nothing happens to my OS partition without my knowledge. However; as Sara pointed out, Apple makes great hardware and I absolutely LOVE the form factor of my MBP so for someone who is looking for a windows only laptop a mac with boot camp should not be overlooked as the hardware is amazing.
My environment is as follows
* MacBook Pro 15" 2.4Ghz 2GB RAM (Going to upgrade to 4GB soon)
* VMWare Fusion 2.0 Beta
* Windows XP Pro SP3 (Slipstreamed BEFORE install)
Tips:
* Use Windows Steady State to keep OS consistent
* Use svn+ssh to connect to the mac for small repositories then use time machine to backup.
* Use spaces.