I'm a junior math major in college, and I've been using a PowerBook my entire time here. All of the major commercial programs you might use (MATLAB, Maple, Mathematica) have Mac versions, except possibly AutoCAD, but you said you were a math major, not an engineering major, so I'll assume you won't be using that. Furthermore, open source stuff like Python and its math/science-oriented modules like NumPy, SciPy, and matplotlib are all relatively easy to get running on your Mac.
Of course, seeing as you have to eventually do a thesis, you're probably also interested in TeX and Beamer, which you'll be using to type up documents and presentations in the future. A Mac distribution of TeX Live, called MacTeX, is available in an easy-to-use installer available for free download, and it even comes with some nifty GUI frontend TeX editors.
At least two of the math professors here use Macs, and they seem to not have any problems. I can definitely say that getting a Mac will not hinder your ability to do math stuff with your computer in the slightest unless your university has student-distribution site licenses only for the Windows versions of expensive commercial software you need to use.
I personally prefer using my Mac over using a Windows PC for math-oriented stuff at this point (probably because it's far more UNIX-y and I've grown to really like the awesomeness of actually having a useful Terminal), but your mileage may vary. So I'd definitely try out as much as possible from both camps before making the decision, especially if you haven't used a Mac before. There IS a learning curve, though it may be lessened if you stick solely to the GUI stuff. I hope that helps. And if you decide to get a Mac, feel free to ask me about any mathematical computing-related stuff you might like to know.