I experimented a little on my computer today to see what it was capable of, and to act as a canary in the mine shaft for anyone else worried about killing their own computer.
I run a mid-level gaming PC, with Windows 10, an i5-6400, an Nvidia GTX970, and 16GB DDR4 RAM. I currently have Blender 2.78.
I rendered a cube with 1000 hairs and 1000 child hairs (1,000,000 hairs) in Cycles on GPU Compute at 512x512 px. It was pretty scary for a second, because the computer just sat there for a while, but it eventually recovered and finished the render in 2:32.29.
Then I tried hitting the “Weight” button in particle rendering to see if it would crash my computer like Mike said, but there was absolutely no problem. It didn’t even hesitate.
Finally, I rendered my rabbit with 1,000,000 hairs, and it actually did it faster than the cube! 1:56.50
That’s one seriously fluffy bunny.
I hope this was a help to anyone worried about Blender’s performance on their windows rig.