The problem - to me, as a sysadmin/helpdesk monkey/part-time developer - is not so much the expense itself as the bureaucracy involved.
If I want to install CentOS or FreeBSD, all I need is hardware (with one or two spare machines usually at hand, as well as few old ones that got decommissioned) or a VM, and I'm good to go.
If I want to install Windows, I need to talk to my boss and explain why I need another Windows license, which can be rather tedious. (If we had an MSDN subscription, that would not be a problem of course, but then the price tag begins to matter.)
