So I went 36 hours without sleep and, IIRC, two days without lunch. I got home late yesterday night from a math problem session. At around ~10pm I went to the bathroom
and found myself really dizzy, feeling like I was going to fall over. So I decided to hit the sack early, ~11, and got up at 5am to do a math write-up. The pain of all of this was worth it though; I got a good grade on my physics problem set =)
@Sidoh: I've never used LyX but I think I heard it mentioned the other day as an alternative. I can't imagine it saving much time over LaTeX. Also, LaTeX is definitely more widely used and standard, so I think LaTeX would be the better investment. I may start using shortcuts to try to save on time, such as defining commands and looking into the features that my front-ends have to offer.
You may already have these and know about them, but for LaTeX on Windows I recommend MikTeX for the compiler and TeXnicCenter for the front-end. I've used these on my Windows partition and haven't been disapointed. Also, I don't think linux gives a better LaTeX experience than Windows, so long as you have an adequate compiler/front-end.