VMWare and Free Applications
Many Linux supporters say that one of the main reasons for switching to Linux is because it's more stable. Personally I don't find that to be the case, since my Windows boxes generally don't crash, and I think that the ?Windows is unstable? mentality comes from Win9x days when Windows really was unstable thanks to limits of the 16 bit USER and GDI heaps.
Linux, however, has many very good, free applications for it. There's a mentality in the Windows world that people pay for software, and in the Linux world, it's not like that - meaning if you're looking for a free program to edit wave files or track your DVD list or any other small custom application, chances are the Windows one is crippled shareware and the Linux version is completely free.
There's also the issue that games are usually Windows-only.
Hardware manufacturers create Windows drivers first, maybe Mac drivers, and often they don't create Linux drivers at all, leaving it up to the Linux community to create their own drivers (and often not even helping them do so).
So here's what works for me: Running Windows XP Pro as my main OS, and using VMWare to run Linux.
It was amazingly easy to set up: Download the ISO images of RedHat, mount them as virtual CD-ROM drives, and boot the VMWare virtual PC. It saw that the first CD-ROM was bootable and the RedHat installer kicked off, installing a complete RedHat 9 system in about the same time it takes to get Windows XP installed.
The apps running inside the virtual PC isn't as fast as stuff running natively, but the apps where speed really counts I run as native Windows apps so that doesn't really matter.