A Data warehouse comprises several components (DB, ETL, OLAP, Reporting), each one of which can be implemented using one of various software tools available.

In fact, this forum itself is broken down into different sections based on the components and software packages.

DB - Oracle, MS SQL server, DB2, Teradata etc.
ETL - Informatica, MS SSIS, Ab Initio, Oracle Warehouse Builder, Data stage etc.
Reporting - Business Objects, Cognos, MS SSRS, Hyperion, Brio etc.

Most vendors specialize in one field - Oracle and MS are probably the only two which provide you with more than one component.
And MS SQL Server is probably the only one which includes all of them in one license - DB, OLAP, ETL and Reporting.
Oracle too, has products for each component of a data warehouse, although I'm not sure of their licensing policy.

That said, if you've got the basics "down", you can find your way around any software package with relative ease.
In my last job, I've worked on Unix/Oracle/Informatica. In my current job I work with MS SQL server.