Currently a Mac owner I am thinking of switching to PC. My question is if I have Adobe Premiere / After Effects on my Mac, are those files interchangeable with After Effect / Premiere on my PC?

Yes, as long as both programs are the same version or the version on PC is newer than the Mac. In other words, it doesn't matter if you go Mac to PC or viceversa, just don't go backwards, for example a project saved in CS3 will not open in CS2.

For the most part, Adobe project are not backwards compatible.

Actually, apparently you can't go forwards across platforms either. At least in my experience. I maintain CS2 on Windows XP and CS3 on Mac OS X and I can't being projects back and forth. This goes for Premiere as well as After Effects. Maybe there's a work around though?