Heres what it all boils down to methinks. If your hardware is supported, the Linux is great. If not, it can be a bit of a pain to install drivers if you haven't done it before.
No one really cares that much as long as your hardware is supported. The majority of mine is fine. Let me say that my SB Audigy 2 ZS was detected and the correct driver was loaded at startup without any interaction. (I did have to disable onboard sound, but thats OS independent).
If you've had a hard time with Linux and your hardware, you can either stick with Windows or you can learn more about Linux and find the solution. It's completely your choice, and I don't care if you stick with Windows. Linux isn't perfect, but the very things that some people see as usability problems in some cases I see as an advantage of using Linux.