Its good for some things that windows is not. And vice versa.
I would dual boot. I am taking my career down a linux/UNIX path, and believe me, I still dual boot.
Linux differs from Windows in many ways, and its is a very different world to get used to. However, there are many rewards in being a part of this world. There is some extremely interesting computing stuff going on in linux, that covers just about every part of computing. And just about everything you get will be free, and will be supported by computer enthusiasts and experts - just because they want to help you. Its a great community.
A linux system comes out of the box with all you need to get into some really good programming (OO, scripting, all sorts), databases, networking and much more. When you install programs, you will get the source code to those programs, which you can use or examine yourself.
In terms of playing games, listening to mp3s, office applications, internet surfing, it has no additional benefits. Windows is probably much better at these things.