There probably is a Windows equivalent of it somewhere (shareware more than likely) but one of my favorite features of Unix is the handy little program on the KDE desktop called Klipper that keeps a history of the items you've recently copied onto the system clipboard. Just click on the icon and you can recall the most recent (I use 20) things, allowing you to switch back and forth between them.
There is a GNOME application (GCM) of similar functionality but I don't find it very stable. I've also found the MS Office Clipboard tool interesting but ultimately not very useful since you can't use it with non-Office programs
Another feature of KDE I really miss when using some other desktop environment is the ability to pick a program from the Alt+Tab tasklist and switch to it instantly. This is very useful when you have a whole bunch of programs running. Apple copied this feature and prettified it (making it more time-wasting in the process) into its Exposé feature.
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