KDE4 is supposed to run on Windows too. The Win port is currently still in alpha, but they're using the Qt framework which is cross-platform.
What's special about K3B:
It does pretty much all the things Nero does. Apart from burning CD's, DVD's, ISO files and everything, it can rip both music and videos. CDDB is supported out of the box. I really don't know of a thing it misses.
What's special about Amarok:
For me, the way it handles collections, with either SQLite or MySQL database (configureable, depending on the size of your collection). It autodetects every music file in the specified directories and adds them to the collection. Mass renaming and collection organizing is quite easy, as it communication to media devices. And a huge amount of scripts. Really huge, from lyric search scripts to control from a desktop widget. Its only downside it (obviously) a rather large memory footprint.
They both also look really nice, are highly customizable, and each of them has a couple of different back-end engines to choose from.