I like PDN more because GIMP has a cluster of windows. It needs a window for every feature or something. The canvas has it's own window, the tools have their own window, the layers have they're own window.
Although I could be wrong, since I haven't used it in a long time.
Gimp 2.6.2, the version I use, has at least two windows: The work window and the tools window, which is what I've called them. The work window has the image you're working on (and a new one is created for each new image you are working on in GIMP at once) and the tools window has the toolbox and different tabs for histogram, layers, image history, etc.
Photoshop is the exact same way, except with more windows. It masks it by putting a clusterforget of individual modules inside a single window.
Well, of course this was when I was using the CS2 version on my school's server.