We've always been an Intel shop. All the developers use Intel machines, recommended platform for end users is Intel, and if end users want to run on AMD it's their lookout. Maybe the test department had an AMD machine somewhere to check we didn't ship anything completely broken, but that was about it.
Up until a few of years ago we just used the MSVC compiler and since it doesn't really offer a lot of processor tuning options beyond SSE level, noone worried too much about whether the code might favour one x86 vendor over another. However, more recently we've been using the Intel compiler a lot. Our stuff definitely gets some significant performance benefits from it (on our Intel hardware), and its vectorization capabilities mean less need to go to asm/intrinsics. However people are starting to get a bit nervous about whether the Intel compiler may actually not be doing such a good job for AMD hardware. Certainly if you step into the Intel CRT or IPP libraries you see a lot of cpuid queries to apparently set up jump tables to optimised functions. It seems unlikely Intel go to much trouble to do anything good for AMDs chips though.
Can anyone with any experience in this area comment on whether it's a big deal or not in practice ? (We've yet to actually do any performance testing on AMD ourselves).
Update 2010-01-04: Well the need to support AMD never became concrete enough for me to do any testing myself. There are some interesting reads on the issue here, here and here though.
Update 2010-08-09: It seems the Intel-FTC settlement has something to say about this issue - see "Compilers and Dirty Tricks" section of this article.