I get that he's being clever at the beginning by poking fun at Windows but many of the shortcuts he talks about are available in Visual Studio and it has a much saner set of defaults and initial information. Ask anyone who did XBox and PS3 development which environment they preferred :).
The reverse debugging stuff is pretty cool though.
I'll give you that PS3 had a better CPU profiler but ProDG was a mess compared to Visual Studio. Crashes, disconnects, problems with source maps. If I remember correctly it couldn't do data or conditional breakpoints.
Compared to VS and PIX it was night and day, although you probably already knew that from my comment.
The reverse debugging stuff is pretty cool though.