In Processor Power Management in Linux, I discussed Linux support for C-state, P-state, and T-state usage in Linux.
In Windows, there is also a comprehensive mechanism for power management. To most end-users, this configurability for power management is limited to what is shown in the Power applet in the Control Panel. However, there is additional configurability in Windows Vista, Windows Server 2008, and a bit of Windows XP that Microsoft has documented at
http://download.microsoft.com/download/0/0/b/00bba048-35e6-4e5b-a3dc-36da83cbb0d1/ProcPowerMgmt.docx. This is designed primarily for OEMs or systems integrators to use to define power policies tailored to a specific platform, but savvy tech users may find ways to use the information to their advantage.