Compile, convert and view your document with one click. (F1 in Texmaker)
Auto-completion of (La)TeX commands (TAB or dropdown list)
Templates and wizards make starting a new document very little work. (I don't recall templates being present, but there are useful wizards for tables, figures, lists. You can create your own templates and then use the New by copying an existing file option)
Easy insertion of many standard tags and symbols and the option to define (an arbitrary number of) user defined tags. (nice menus for symbols in texmaker)
Inverse and forward search: click in the DVI viewer and jump to the corresponding LaTeX line in the editor, or jump from the editor to the corresponding page in the viewer. (present in texmaker)
Finding chapter or sections is very easy, Kile constructs a list of all the chapter etc. in your document. You can use the list to jump to the corresponding section. (also available)
Collect documents that belong together into a project. (I am not aware of that feature in texmaker)
Easy insertion of citations and references when using projects. (I am not aware of that feature in texmaker)
Flexible and smart build system to compile your LaTeX documents.
QuickPreview, preview a selected part of your document. (available)
Easy access to various help sources.
Advanced editing commands.
Texmaker is also multiplatform, so you can keep using it when you go back to Linux. Texworks is another fine editor. It has a more minimalistic approach, and might not be as good a fit to Kile.