Despite windows-1252 being a monobyte encoding sharing most of LATIN1 codes and character set, it does not mean that English_United States.1252 is limited to this character set. You may use UTF-8 databases with that locale.
"For C or POSIX locale, any character set is allowed, but for other locales there is only one character set that will work correctly. (On Windows, however, UTF-8 encoding can be used with any locale.)"
This is a key difference with Unix when choosing a locale.
As for getting the exact same sort order than Linux, it's not possible but that's not a Windows-vs-Unix issue. If you used FreeBSD or MacOS X, some en_US.UTF-8 collation rules would differ from Linux's libc too, resulting in a different sort order for certain strings.
There is no issue of using windows-1252 with utf8 database. The point of discussion here is sorting order and windows code page for utf8?
Well overall with the discussion so far and whatever search I could over net/community it looks like there is no code page on windows corresponding to what is utf8 of linux. If there is then please let me know?
Conclusion: I have basically decided to have the database encoding UTF8 on both windows and linux. And then set the collation to 'C'.
At least my customers on linux and windows sees the same behavior when sorting. Any gotchas here?