I use Debian woody on my main workstation, use it to run highend DCC apps like Maya and Shake. (Specifically, Maya and Shake.) Because it's my main workstation, it runs everything else, too - gAIM, XMMS, and plenty of xterms and NFS mounts. I also play a couple games of Quake3 or UT2004 now and then.
Here's my views on Windows, Linux/UNIX, and computing in general:
I've used Windows since version 3.0. I wouldn't call myself a normal user; I tend to use the hell out of every piece of software on my computer. I keep it (whatever it happens to be and whatever OS it happens to run) tuned up and running to the best of my abilities, and always fix it when it breaks. I had really good luck with Windows. When it crashed (and it did) it crashed HARD (blue screen and everything), but that wasn't as often as some people might lead you to believe. In fact, Windows 2000 has rarely crashed on me unless I did something that I would expect to crash it (like pull out a PCI Fibre Channel controller. While it was active. And had volumes mounted. The system volume. Oops.). Haven't used XP for more than a few minutes at a time (minor fixes to friends' computers), but I'd imagine it's not half bad.
To me, Windows is a relatively good, cheap, basic desktop OS. If you're new to computing and don't want to spend a lot of money, you buy a $299 Dell with Windows XP on it, and for the most part it works. That is, until you connect it to the internet without patching the security holes, but that's a whole other story. It has the widest selection of apps and games, a somewhat functional multiuser model (better on the separation of preferences than on the security thing...), and every computer guy you talk to will know at least a little bit about it.
If you have the extra money, and knew that it was better, you'd probably buy a Mac running OS X - it's the best, easiest, most balanced (and still powerful) desktop OS ever, but not so great for gaming. Runs DCC apps like Photoshop very well, and never crashes (except for hardware issues, which are rare - go Apple!) I had a Powerbook G4 for a while, and loved every minute of using it (and gaming wasn't a problem, because my favorite - Quake3 - runs on just about every platform anyway).
Linux is not Windows. Linux is to Windows as a IBM zSeries is to the earlier-mentioned $299 Dell. You can play all the games you want on Windows, but for real work, especially in a networked environment, it's time for Linux. Windows is fine for a little word processing and some web surfing, but when you start getting into the IO-intensive, load-average-at-8 type of work - CAD, digital content creation, visualization (and some of the 'lesser tasks' like software dev and server hosting), a Linux machine will be far more usable than a Windows machine. One thing that I always loved about Unix machines (not specifically Linux - it applies equally to IRIX and Solaris, both of which I also run at home) is that they won't fall apart under heavy loads. I can grind my Windows box to a halt by running a Maya render on it, while my Linux box (actually, the same machine, booted into Linux) churns away happily, rendering while playing songs in XMMS, running Seti on the odd spare CPU cycle, and letting me read ATOT without so much as a stutter on the audio output or a jerk of the mouse.
You may be able to run your highend apps on Windows (and may people do, but to each his own) but two areas where Windows will never come close to UNIX/Linux are networking and userland tools. Even a basic UNIX userland has fabulous scriptability and tools. Once you learn how to use it, you can glom and pipe commands together and use shell scripting to accomplish tasks much more quickly than the equivilient hunt-and-click under Windows. UNIX networking is also second to none. You can do things like share a directory so transparently across the network (and mount it in any location on your filesystem) - even the whole root filesystem - that no application will ever know the difference. Windows needs a full GUI redirection tool like Remote Desktop or VNC to do remote administration; everything you could possibly need to do on Linux can be done with ssh, and if you need to run a GUI app, ssh will encrypt and tunnel the display back to your local machine, popping it up like just another local application. (You can also do straight-up display forwarding without ssh, but it's more secure that way, and just as easy). Just as an example of how transparent the display forwarding is - I recently played Quake3 with the binary running on one machine and the display on another, tunneled through ssh on my local network (gigabit). I even got a playable framerate (at 1280x1024, I think it was 60 FPS).
Gaming on Linux is easier than it used to be, too. You download and install WineX, and - wow, look at that, just about every Windows game on the shelf is now fully playable. If you can put up with a few bugs here and there, you can try the latest and greatest games, but as a general rule, anything popular or that has been out for a month or so will have no issues (unless it's a newer Microsoft game, like Flight Simulator 2004 or Age of Mythology, which tend to have problems).
Basically, what it all boils down to: I use Windows to play games, and it's good at that. My parents use Windows - my mom surfs the net to read up on new theories in Physics (no kidding), and my dad manages an online business selling rare books (think Outlook, Word, Excel, Mozilla, UPS WorldShip, and a few custom DB apps). Windows 2000 works fine for both of them, and that's really what Windows was designed (in my opinion) for - the sort of basic, day-to-day stuff that used to be done by hand, on paper. Word processing, spreadsheets, databases (small ones, anyway), communications/email, and other general office tasks. It also makes a fine gaming platform (I may prefer OpenGL over DirectX, but I must give it credit where credit is due, making a consistent dev platform for all OS-dependent parts of the game). But if you use a UNIX system, you'll know in time what you've been missing - networking the way it should be, tools to make your life easier, and it'll only crash if you start ripping hardware out (been there, done that).
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Sparknotes: Windows does well on small tasks and very well on games. Macs do better on the same small tasks, and some heavy ones (photoshop), not so well on games. Linux does everything except games (unless you use WineX - Windows games on Linux), and does it very, very well. Use Linux - I bet you'll like it. Eventually.