Depends what you need it for. Windows is pain in the *** when it comes to resources - the OS sucks them out like a power hungry vampire so expect Linux to be more efficient.
Overall things are more fragmented in Linux - expect to spend more time on command prompts and run several different utilities to get a certain result. On the other hand it is essentially virus free, highly customizable and efficient system.
They're different for sure. A lot of people go Linux and never go back to Windows. So far I always go back to Mac or Windows due to the fact that there is something missing in Linux.
Example - did a great installation of Ubuntu, the system was working like a charm, then it turns out my wireless card is not picked up/supported under Linux. 2 days or reading on forums, porting drivers and what not and still nothing.
I get frustrated and install another flavor (Xandros) which runs everything flawlessly but won't support recording natively and I couldn't install from source after several days of reading forums/manuals.
At that point I tossed it out and went back to Windows.
If I was looking for an Office PC it would've been perfect though if it weren't for this bug in KDE which irrecoverably deleted a whole file folder when told to delete. I am sure that is fixed now but these two were dealbreakers for me.

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