I'm using Windows (WampServer) platform (not in production) and yiic works fine for me.
Regarding you question on the best IDE, this is a long discussion (as always) and you may find usefule to take a look to this thread : http://www.yiiframew…opic,483.0.html
I use Eclpise + Aptana (as a plugin) and code completion + contextual help are enough for me. As for refactoring … I don't think Eclipse + php plugin provides it…