I have Yosemite since it came out on MBP (clean install), it's not that great, at least in my experience. I get graphical glitches, hangups and poor performance on i5 Quad Core with 8Gb of RAM...I also don't find Windows as bloated as it used to be, provided you use a Microsoft disc instead of an OEM disc.
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For the OP, no shock and no horror there. You're not alone and I bet more people are feeling the same way. I hate this path Apple is taking, soldering everything and going thinner and thinner. The way things are, if ANYTHING fails after the warranty, that basically means a getting new machine. It's ridiculous, we can't even upgrade the RAM or HDD/SSD!
I'm going back to Windows/PC soon, it's just a matter of how much more time can my iMac survive. I've been trying Windows 10 for quite some time and quite honestly I find it very good. It's clean, fast and performs very well (Cortana is great). Windows 10 will be out soon, so that's the version I'm going for.
I like gaming, but I was limited to the games available for Mac (I was never a fan of Bootcamp - booting from one side to the other all the time really got on my nerves - and a virtual machine eats too much performance for gaming). With Windows/PC, I'm going to do more gaming soon, sooo many good titles I haven't tried, I have a lot of catching to do haha
As for the machine, if I take the 1550€ for the high end 21.5" iMac and use them for a PC, I can build a machine A LOT more powerful...really A LOT more powerful! And with the advantage of being able to replace any faulty part or upgrade the machine according to my needs.
I won't lie, I will miss some things on OSX, but the way things are, I just can't buy another Mac...
I'm fortunate enough, I guess, that I don't need to have a terribly powerful computer anymore. I used to need higher end machines for hi-res Photoshop work, but now it's all SEO, web programming and Wordpress-type development... not much call for super beefy specs for that type of work, only that I tend to like faster computers than I realistically need.
....albeit, I can certainly see it's irritating at best with the way Apple's gone the last couple years. We saw it coming with the Air, I s'pose. Everything glued in and super slim. I'll always pay the premium for a Mac because I love it, but I'm not fond of the way they're taking things.