Well, Arduino wins on this one, speed with which you can load the software to develop with. So here are the current locations for the software as of 4/21/2014:
You will need Visual Studio 2012 Express for Windows Desktop, NOT VS 2012 Express for Windows:
Then you will need the NETMF SDK, which you find at:
Then you will need the correct SDK for the Gadgeteer, which you can also purchase at GHI, but be aware, it is MORE Expensive than Arduino, but you will save money on development time. And really time is money. You can get started with Gadgeteer for around $99, but it would more likely cost you $299 to get the kit I am using, and I will be adding some shields like the Bluetooth LE and other stuff.
Then the amazing stuff starts.