This is easy.Use the Java EE and IDE version of eclipse on the windows machine
On Ubuntu, use the Ubuntu Software Center repository and install every "eclipse-" option, but not the source or sdk, unless you need it. Some of the plugins on Ubuntu include the CDT4 package (C/C++) , the xml package, datatools, modeling and EGit/JGit. Although, you may choose to install Egit/Jgit from eclipse instead, so that you can stay current with the most recent updates.
Then use the following p2 repos to install the WTP and PyDev plugin.
http://download.eclipse.org/webtools/repository/indigo/ for WTP, don't install incubation projects.
http://pydev.org/updates for pydev, but unclick the box that allows it to look for updates from other urls, because this will screw up your installation. See this post.
See this post about updating your eclipse installation on Ubuntu. Basically, if you installed it from the Ubuntu Software Center, then do not update it from eclipse. So be explicit about exactly what you choose to update by selecting its p2 repo url. you can update packages the same way you install them; eclipse will say that it's changing an installation to an update, because of the obvious.