I've been using git on windows as well and it works for sure but it's obviously not a native windows tool. It doesn't integrate with any windows stuff (credential management, indexing service, scripting objects, etc.) it brings all of its own stuff from the unix world (ssh, grep, bash, etc) and depending how you set it up all of those things run in a weird emulation sandbox (where's your .ssh/config? your .bashrc, .gitconfig?). If you use egit in eclipse and msysgit you probably have had to copy your ssh keys and host settings in two places. When I use it from the command line I'm switching between windows and unix style paths (msys and cygwin both have a path wrapper utility but I'm using git on SUA for best performance).

I think a proper windows git would entail a proper windows ssh where your keys and host settings are managed in one place in the control panel or something (or at least %USERPROFILE%\.ssh\config) and would have a seamless integration with explorer and the filesystem so that other tools can leverage it transparently similar to how ssh is used transparently by so many unix tools.