While I may not have quantitative data to highlight the differences between all these codebases, I still think the answer is "you don't want to do that".
Memcached is pretty deeply immersed into Unix and the Unix style kernel semaphores. Getting it to run as fast on Windows would require major effort; and this effort doesn't have any sponsors right now...
You should look at:
Sharedcache -- open source, mature.
Appfabric -- from Microsoft, quite mature despite being "late beta".
NCache -- commercial, I don't know much about it.
StateServer and family -- commercial, mature.
Edit: If you prefer Memcached, then there is nothing to stop you from using it -- but would it perhaps be easier to put a couple of Unix boxes on your network, run the Memcached server on the Unixes, and use f.x. the Enyim client from your Windows boxes to the servers?
Update 2011: This old answer popped up again, when the "provincial" comment was added below. Things have changed since the answer was given, the x64 Windows port of Memcached has a steady sponsor now.
Membase is built on top of Memcached, and to quote from Membase's page: "If desired, Membase can be configured to provide only Memcached services [...], disabling database functionality.".
I don't have any personal experience with Membase, but it seems worth checking out if you need Memcached on Windows x64.