Prefered Env

Language/platform of choice can be a fairly "religeous" choice amongst many programmers - so you'll be lucky to get many genuinely objective answers
It is worth realising that DirectX is used by a LOT of professional developers, and that two factors can be important to them that might not be for "indie" developers:
1. Cross-Platform. Writing games for the consoles as well as Windows often plays a big part in choosing the tools that are used. Especially for consoles, C++ is currently a better bet than .Net
2. Existing tools and skills. Many companies will have a huge codebase of libraries, utilities, processes (etc..) as well as staff who are trained and experienced in those technologies. C++ is somewhat older than .Net (first appeared 3yrs ago), so established C++ skills and tools are much more common.
Bottom line is that if you're smart you'll pick the right tools for the right job. If MDX does what you want/need then by all means go use it!
I'm looking to push C# and MDX as the language for a future (major) project I might be involved in, but currently I'm using C++ for my own personal projects as well as professional stuff...
MDX seems to be increasing in popularity, but don't expect to see C++ disappear anytime soon...
hth
Jack