I now have several tips on how not to move an iTunes library from a
Windows machine to a Mac. The presmise is simple; firstly request
iTunes consolidate the library on the source machine and then move the
c:\Documents and Settings\username\My Music\iTunes folder to
~/Music/iTunes on the Mac.

So, what I would reccommend not to do:

• Simply copy the iTunes directory from an NTFS partition
  to a FAT formatted media. Somewhere between there and OSX I found
  special and unicode characters in the filenames got lost.
  Theoretically maybe this should work, but it didn't.
• Attempt to be "unixy" and use a Windows tar utility to a FAT disk.
  FAT only supports files less than 4GiB.
• Re-format the external media as NTFS and then use a Windows tar
  utility. Untarring on OSX resulted in even more screwed up
  filenames.
• Moving via samba/NFS

What I would recommend is using the 7-Zip utility to create an
uncompressed archive of the directory on a NTFS formatted disk (for
large file sizes) and then unarchiving it on OSX at the other end.
This reliably handled all the crazy file names and the migrated
library works perfectly.