I do a lot of development using PostgreSQL. My only peeve has been that it is a pain to work with it on Windows.
There is a way to do it via cygwin, but what a pain that is.
There are also commercial solutions, but it is hard to fork out money just to be able to do some dev! I have actually been using VMWare, and accessing postgresql running in a Linux emulation windows. This works, but it is slow, and VMWare can be a hog.
Now things have changed thanks to PeerDirect, and UltraSQL. They have a beta of a port which seems to be working well for me, and will hold me over until PostgreSQL v. 7.4 which is meant to have native windows support!
Also checkout the docs on the windows side of things:
PostgreSQL is a great DB, and as Windows support improves, it becomes even more useful. I really want to thank all of the developers that have worked on this product!