I use both also.
When I started at the shop I am currently at, they only ran 4.0 on a Sun Solaris. I quickly lobbied to get a new server, Windows with CF4.5. I then moved the CF apps that I could to the Windows box, and replaced the Sun box with a Linux box and CF4.5. Cut my down time to next to nothing.
My advice, pray. With the exception of CFFile, CFDirectory, and a few cgi variables, moving from Linux/Unix to NT is a breeze. Going the other way can be a bit more difficult. If you are indeed moving your apps, I recommend using CFStudio to do extended finds on your directories to locate the problem tags and cgi variable usage as a good starting point. As for locating caps problems in file names, I'd find a subordinate that can't tell you no. It's not the most fun job in the world.
Anyhow, I've probably offended someone, or bored someone, or told you things you already know.
Good Luck!