XAMPP is NOT cross-platform. There is XAMPP for Windows, XAMPP for Linux, for Mac and for Solaris, but each pack contains different pieces of software, runs differently with different performance, etc. (cross-platform means that you take the exact same piece of software and it runs the same way on different platforms ... like Azureus used to be: a jar that you could use the same way)
XAMPP for Windows is bloated, big time. You have mail server, FTP server, accelerator, web-dav, ssl out of the box, etc. Do you really need them all? It's not exactly an entry-level package, but in general it makes installation of everything much easier. Beyond that, any customization requires the same effort as for any other pre-made stack. But if you install on your own box, you probably don't need FTP server, do you?
WAMP is lighter (mostly the basics). Everything that's AMP is there, beyond that you have a couple of tools ,phpMyAdmin, sqlite, xdebug. You need SSL? You have to configure it. You want access to mail server? Must install it yourself. FTP? Ditto.
WAMP (like the name says) runs only on Windows (either 64/32-bit).
For a local machine on Windows, WAMP is the way to go. Light, smooth and post-install config takes a click. XAMPP for Windows isn't much of a competitor due to issues on 64-bit installation (naturally: more bloatware to install, you need to manage each piece of extra software between 32/64-bit)
