iOS uses Objective C. There are some other ways, but essentially you need a Mac and xCode to build for it.
Android is primarily Java. Again, there are other ways, but for the most part you use Eclipse + Android SDK
MS actually seems to be making more roads than other in making it easier to build apps for their platform (probably because theryre desperate for developers).
You can obviously use Visual Studio and the WP SDK, but there seems to be this new thing I havent played with yet:
Windows Phone App Studio | Microsoft
Something we're looking to play with at work is:
https://www.touchdevelop.com/
For games dev, take a look at projectanarchy.com for iOS and Droid
For anyone who was developing in XNA on XBox/WP7 -
XNA Games On Windows Phone 8 with Monogame - Nokia Developer Wiki