Yes, I just picked up git for Windows, and it is atrociously unusable. Brutally atrocious. It's not like Windows is a popular operating system - git shouldn't support it as a first-class citizen. ;)
I've been using the whatever default Windows port that is linked from Git's download page for several months bow and there is nothing atrocious about it. It works well and it does differ much from the Linux version. (edit) The command line version that is.
git gui works wells for me on Windows with msysgit. It's ugly, and there are a good number of small issues, but it definitely provides a reasonable user experience.
And of course, the command line option through msysgit is great.