My theory is that you should use this opportunity to expand your horizons. Mac OS X is an absolutely amazing platform to use for software development. But you have to be willing to put in the week (or two) that it will take to get things set up the way you like it and get things working and compiling.
The only thing in your question that makes me think you MIGHT have made a mistake is that you said that you primarily use C++ for game development. While it is absolutely possible to do game development on a Mac, it’s really only suited for (out of the box (and this is a huge generality, so bear with me)) building Mac games.
Without some really complicated setup where your have an intermediary sitting between your code and the compilation process (think along the lines of a build machine: you check in your source code to source control (hosted on the build machine) and then run an application to check out the most recent branch and build all of the binaries). But this kind of setup may be a little too complicated for a hobbyist. Thought it would probably be a lot of fun to set up.
I primarily develop applications for server-side unix, so my options of desktop OS are pretty open. I’m very happy with Windows 7 right now, but I used a Powerbook for about a year and completely loved it. But I wasn’t compiling on my workstation, so your mileage may vary.
Anyway, tl;dr: Macs are GREAT workstations, but you have to be willing to invest the 1+ weeks you’ll really need to learn how to use a Mac OS as it was intended to be used. You’ll really be spending all your time forgetting all the weird things that Windows forces you to do. And as far as C++ development on the Mac is concerned, you’re always probably going to have a fairly intricate setup process, no matter what IDE/compiler package you finally end up going with.
And if all else fails, there’s always g++/gcc.