The most important thing is that you must be using the same version of InDesign if you're moving files back and forth.
The second most important thing is that you should be using OpenType fonts or PC TrueType fonts. PostScript Type 1 fonts are not compatible cross-platform.
Otherwise, InDesign works almost the same with just a couple keystrokes (Alt vs. Option, Ctrl vs. Cmd) changing.
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InDesign is very cross-platform compatible in terms of functionality assuming you are running the same version of InDesign and are using OpenType or Windows-based TrueType fonts.
If you are going to be running InDesign 9.x, make sure you always use the 64-bit version of InDesign on Windows.
In terms of performance, InDesign on Windows has always (since InDesign 1.0) performed at least as well on Windows as on Macintosh.
Thank you for the feedback!!