It's funny that I posted this article yesterday. A few days ago VLC brought OS X to a crawl; I figured it was a memory leak and rebooted. While I was right, it still didn't solve the problem because it happened again this morning. This time I Googled 'vlc slow mac' and found a solution. In Linux I would scour the logs to fix a problem, but in OS X -- I just became lazy said, "It's not a server, who cares. Reboot it."
But really the same rules apply. I don't know much about Windows' log files, but I'm guessing they're not easy to find and humanly read like with Unix-like systems. That could be another reason reboots are so frequent in Windows. Since Linux is so modular it's very easy to figure out what's wrong.
That said, a misconfigured X server can lock up a Linux box very easily in my experience, beyond even getting back to console.