As a current Linux user, as well as OS X user and former Windows user, here are my thoughts:
It really depends upon what you're looking to do with either of them. If you're running a lot of Windows apps for professional reasons (whether it be school or work) then sure, you can run some VM ware type program on top of having OS X to play with, but what are the advantages ? Well, for one, you'll be learning how to use a new OS, which is always good IMO.
Secondly, if you find you like OS X better, and wind up being able to do most of what you were already doing, I think you'll also enjoy not having to deal with malware, spyware etc etc.. I mean sure, if you're UBER careful under Windows, you might not deal with that stuff either, but that's never been the case for me, no matter how careful I was. I'd always have to run Adaware, Spybot and have AVG handy, just in case.
Perhaps I spend too much time with Linux to know if this stuff isn't possible to get with OS X, but either way, I haven't seen or touched any spyware or malware or anti virus program in over 3 years, and that's a great feeling.
Other benefits are being able to play with some cool programs such as (my personal favorite) Garage Band. I'll be honest, if it weren't for Garage Band and other things like Logic etc.. I might not have considered my MBP, because OS wise, I love Linux Ubuntu and use it (as I am now) every day.
Your needs sound a bit different though, as you're still using Windows programs a lot. And if you don't care much about any of the stuff I've mentioned, I'd say save your money, because on the opposite side of the fence I think that OS X can be very annoying (very training wheels-ish and too many proprietary components for my liking) as well as not nearly as savvy as people give it credit for. It's no faster than any other laptop (I've got the Aluminum MBP) I've used but is certainly more expensive.
I don't know. In the end, you can do better, and you can do worse.. I think it's all highly subjective stuff, and in the end, it's you who has to decide. Try one out.. If you don't like it, I think you can take it back within a certain amount of time.