Well its abit like which is better Ford or Holden. Or which Religion in the right one.l use linux and windows so l can have the best of both worlds. All you have to do is set your machine up to dual boot and presto you have both.
l know that you didnt ask but if you dont yet have a linux distro try suse10.2 and Fedora Core6 both are really easy to install and not to bad to use.