This is in reference to Windows, but I'd be interested in other OSes, too.

Is there any way that I can get Windows to assign the same IP address to a wired and a wireless network interface so that transitioning between the two is more seamless?

One of my newest favorite Windows irritations is when Windows decides that it needs to cycle my wireless connection for no apparent reason and it decides that the IP address associated with it needs to go away. This is equivalent to unplugging a network cable and having it decide to remove your IP address instead of it being a temporary network outage.