Ohhhh dilemma... Sorry to keep adding to this thread, I'm just trying to make up my mind. This will end up being my most expensive and fastest computer to date (most I've ever spent is $1600 on my MacBook Pro, and $1100 on a desktop).
I much prefer working in Mac OS X, but can't help but think I'd get more for my money if I went with Windows 10 (I already have a license too). I would be spending around $2500 on the desktop, and just feel like I have much more access to better things with building my own. SATA 3 for a start, and the option for more than 6 hard drives in this method, plus more pci slots (not having to waste one on a USB 3 card is a big bonus), but then it's Windows... And I prefer OS X.... Not sure what to do here...
I hear you. I'm feel the same. I really would rather use OS X on my desktop, but there is nothing in the current Mac desktop range that interests me. Mini is too gutless, particularly the GPU, iMac doesn't come with a 40" screen, and I can't justify the cost of a new Mac Pro for my usage. So I'll keep using my 09 Mac Pro until it can't be kept at a performance level I'm happy with for a cost I'm prepared to pay. At the moment I'm very happy with how fast it feels in general use. Nothing feels slow, apart from when I need to run a Windows program, and the parallels VM isn't already running, so I have to wait for Windows to boot.
In my opinion, the thing that makes the biggest difference to how snappy a computer feels in general use is the hard drive, or SSD. (Assuming you have enough RAM). The fastest Mac Pro running off a slow spinning drive will feel slower than an entry level Mac Mini or iMac that has even a low end SSD in it. Sure, doing heavy processing will be faster on the Pro, but it won't feel fast to use. That's why the next thing I spend money on for my Mac will likely be a PCIe SSD. I don't feel an urgent need to do it now, my SATA3 SSD (on an Apricorn SATA3 card) is fine, but that is what makes modern Macs feel fast.
I still have CPU, GPU, and SSD option available to me when I feel I need more speed. But there will come a time, I hope is still a few years away, when the return on investment for upgrading is no longer favourable. I just hope by then Apple have got some more interesting Macs available. I really don't want to go back to Windows!