This article is a nice overview and gives you a great taste of what it's like.  I've shipped stuff in Windows for the last 3 versions and it was a blast (albeit a tad stressfull)  I loved walking into the Windows War Room and having to fight for bugs so that we didn't screw our users.  The Ship guy in Windows, Iain McDonald, was amazing and always asked the right questions (damn it!)  It was made all the more interesting since he's Australian and I'm British - much trading of insults before and after.  Ahh the halycon days of Windows 2000 and worrying if VBScript would ever be as fast as JScript.....