Well, some of the difference is psychological. Windows is so familiar and common that anything different is seen as somehow better.
The monitor is very important (actually the most important). Windows users typically use cheap to mid-grade monitors. Apple only allows apple displays, which offer industry leading high-quality brightness, contrast, flicker-free, etc. The all digital signal is a given, but the pixel display is flawless to the human eye.
While we are on Apple, OS X uses Quartz Extreme, which uses the graphics card (Graphics Processing Unit) for blending display technologies such as video, 2D, and 3D. There is a real three dimensional rendering occuring on your Apple. For example, transparency can be applied to 3D objects over full-motion video.
In addition, Postscript (i.e. high) quality antialiasing is seen in all the nice effects such as shadows, animations, etc. that occur. Font smooting is supplied at various levels. Color management is fluid, but nothing revolutionary.
Windows still relies entirely (aside from video) on their 2D rendering. Apple uses their 2D rendering to better effect, aided by their Quartz compositing (mixing graphics resources). Apple has taken great lengths to make a nice looking GUI.
Linux users still have to steal their TrueType fonts from Windows, but their GUI's are just unique. Basically, X Windows allows extreme customization. This means graphic artists can have total control. This lends itself to more creative, colorful, and fluid designs.
Windows is also designed for a broad range of systems (performance-wise). Linux may run on everything, but the window managers do not work so well on slower computers with less RAM. Similarly, Apples needs a good graphics card.
One reason Windows does not have its GUI change so often is because it is run in kernel mode (not the actual graphics, but the windowing system). Major changes can mean instability on multiple levels.
