I've used Msysgit for the most part, and it works very well --
actually, works the same in Linux as it does in Windows. Are we
talking about the same Windows port of Git?
I don't think Git currently has any integration plug-ins like TortoiseHg (Explorer) or VisualHg (Visual Studio).
There is a TortoiseGit that relies on MsysGit. The biggest worry of Git on Windows is that you don't have access in the command line, you have to launch git bash for this (and then you're screwed if you want to change disk). So TortoiseGit is the only hope for Git on Windows at the moment.