Both Java and .NET will run on Windows, Linux, and Solaris. I favor .NET, myself; I feel that C# has more flexibility than Java and am particularly awaiting the functional features that are due in C# 3.0 like anonymous lambda functions (yes, I know that anonymouse delegates in C# 2.0).
Yes, I prefer products originating from the United States. The fact that "Senor Zorro" would disagree is hardly a surprise.