For now, if you really want the full Cortana experience, stick to Windows Phone. It seems obvious (right?) that Cortana on Windows Phone and the PC will eventually have the same functionality, and exchange information back and forth. But while the new Build 9926 is stable enough in general, Cortana is like Eliza Doolittle in My Fair Lady: She's going to need some refinement before she can enter polite society.
Sign up for MIS Asia eNewsletters.