I think that the issue of third party front end tools is practically irrelevant because all the major BI Tools out there are platform independant nowadays. I accept that Microsoft and Oracle have their own tools, but I have always found that companies specialising in BI tools do a better job and offer more functionailty.
I have used business objects on sql server and oracle to report from a datawarehouse and there is little difference between the two.
I think the real issue is:
1. Getting the data into a warehouse easily, robustly and quickly
2. The speed of query performance.
I wonder if anyone out there has compared a typical data warehouse in both Microsoft and Oracle in terms of these two requirements.
Personally I have found sql server better than oracle 8.17, mainly because oracle did not always use the right execution plan often performing full table scans where indexes were prevalent. I found I need to give hints in Oracle that I have not needed to in sql server. Incidentally, this was raised as a TAR to oracle by a dba to no avail. I also find sql server analysis services far easier to use when putting together olap solutions.
The Users are always right - when I'm not wrong!