I can't say I used Vista for too long. It just didn't convince me it was that much better than XP. Performance was great but I still felt insecure while using it. Felt a bit bloated and I loathed the new interface.
I don't play many games. When I do need to game, I dual boot with XP (Vista doesn't have good enough driver support for me).
Ubuntu just feels so much more natural for me. It takes awhile to learn and you will have many tendencies to switch back to Windows in the beginning, but after you use it awhile you begin to love it. I can't imagine going back to Windows now. I feel like I'm in a different world when I boot XP (and not a good one, for that matter). I'm often worried about some spyware/virus that will get through even Firefox. Sure I could load antivirus and antispyware software but with Ubuntu I feel 100% secure and plus I don't get the performance hit I would while running active virus-scanning software.
If Windows crashes (and it does), I don't know where to begin to debug it (at least compared to Linux). Yet, I have been using XP for at least five years and have developed a lot of apps on it. In Ubuntu though all the logs are in one place, it's so easy. If something's wrong, you almost always have the chance to change it or make it better. All the logs are very verbose (or can be if you want) so I know everything that's going on. If programs crash, you can even debug them and upload a fix
yourself for everybody to use. So far I have one patch in Ubuntu universe ("bip" package that didn't install properly).
Of course, Ubuntu has a few chinks in its armor like the difficulty of installing proprietary software (that I need). Overall, I feel it's a much better OS for my needs. It's more secure, more stable, more organized, and often snappier. You also get an infinite level of freedom with it in many cases (access to all the source code). I still use a Windows XP virtual machine to do my work in Excel and VBA.
The main pain for me in Ubuntu has been getting my printer working the way I want. The first problem was a bug in it detecting my DeskJet 722C and the second problem was that I chose A4 instead of Letter for US printing (that was the default by mistake I think). Word docs seem to print a bit different too from OpenOffice so I keep my virtual machine around for these cases.
My TV tuner isn't supported, either (ATI TV Wonder USB 2.0). What can I say, I'd rather use Ubuntu than use XP with a tuner. There are many tuners supported in Linux that are available to me at reasonable prices but I haven't seen the need anyway.
Everything is so easy to install. Gaim? It's in the repositories. Need to code for python? Grab that right out of there. Or Java, or any of the other 20,000 apps available. If it's not available then it gets more difficult than Windows to install but compiling apps isn't as hard as people make it out to be. You just need to have a good tutor there.

Besides you can usually find debs (Debian installer pkgs) of the program.
It's not for everybody but it might take awhile to find out if it really is for you. I have tried and installed at least ten Linux distributions (RedHat, various Fedoras, Mandriva, SUSE, Debian, Ubuntu) before making what I'd call a permanent switch. Then I came across Ubuntu "Dapper Drake" beta. I've been using it since. It's also great being in a free world once in awhile. Everything about it is free. You can attend Ubuntu dev conferences over the net for free. You can fix things for free on your own time and make suggestions for next versions of Ubuntu without being anyone special. For once it feels like not everybody is out to get you (this is the 5% of people that aren't). For me as a PC/OS dev enthusiast this is probably 30% of the reason I switched. It encourages you to give back and everybody benefits.