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Polling servers seems to be a theme that comes up for certain types of enterprise applications, particularly social networking web applications.

From what I have read, people on the Unix side use memcache that can give you a few thousand requests per second.

What options do Windows developers have since we don't have a memcache alternative? (I don't have the time to learn Unix at that level).

+2  A: 

I can't promise that memcached is actually suitable for your problem, but it shouldn't be too difficult to get it working on a Windows server. Check out memcached for Win32 for a good starting point. If your problem is big enough to need memcached, then the effort to port it or get a port working probably shouldn't daunt you.

PeterAllenWebb