I've done a lot of work on this, and your scripts will be about 99% cross-platform. You've got to be careful with filesystem calls, as they're handled differently across the platforms (ie there's no unlink command in the windows version).
You don't need your own SMTP server on your machine to send mail. If you connect to the internet via dial-up, you can use your ISPs (providing you use a valid email address, and one of theirs, preferably).
Once you convert 1 script, you'll get used to seeing what to look out for.