Developing apps for jailbroken iOS devices?
Actually you can, and that's what programming is all about. If you're a tough programmer you can do lots of cross platform and cross hardware stuff. Don't forget that no matter how cool Steeve Jobs is (or pretends to be) for Apple and maybe even non-Apple consumers they care about their profit and would never declare officially that building apps for iPhone and other iOS devices is possible on PC too. This way they make you get a Mac. They've been very successful in making people believe that building apps for iPhone is not possible otherwise.
There's a toolchain for Linux platforms, but it doesn't have Interface Builder or other niceties. Here's an example application that uses it.
You may be looking for theos. Have a look at this thread.
Of course, you will have to have your toolchain installed, which shouldn't be that hard. There are a lot of projects which involve having a Linux iOS toolchain. Windows is another story, though :P (not saying it's impossible!).