HI raj
I have been using windows and linux both for a very long time. Both have evolved to a great extent.
Linux is quite easy for normal users who want word processor, internet spreadsheat and many functions which windows normally provide. You will not find anything lacking in it.
If you are a power user than you will find linux works out better as most of the compilers ,IDEs are available as open source and you can code for geeks very easily. In windows you have to pay through your nose for same level of functionality. Though many free softwares are available in windows for developing programmes they are not as popular as Commercial ones.
If you are middle range user (not burdened with coding etc) ,who uses lot of end user softwares such as Meta Stock, AMI, FCharts and many other charting softwares, professional authoring softwares etc, Windows has a rich variety of collections of commercial softwares which do their jobs admirably weel and without much hassle to end user. Here Linux is still lacking in availability, range and sophistication of softwares. Still sourceforge.net has many opensource softwares under development and many have been released on achieving stable versions.You can search and find hidden gems there.
Sun Java based programmes are normally platform independent and can be used both on windows and linux.
As for distribution of Linux, I am using Fedora 7. which is very good both in stability and presentation(Fedora 8 is released and i will be doing install very soon
). I was surprised to find a bundled programme which fetches charts from Yahoo, very easy to use.My configuration is dual boot with Windows as primary OS.
Pankaj