I can run with both: I boot Knoppix Linux off a thumb drive.
Clients want compatible files/programs. Windows - good or bad - is the main player so that's my primary system (XP Pro). I have a new spare box loaded with Vista solely for the supposedly easy upgrade to 7 in Oct or so (time limit on getting the box - couldn't wait for the 7 release. It sits idle until then.) If it's not easy, I'll strip it down and load 7 from scratch - maybe dual OS with Linux.
Seems MS put enough barriers to upgrading from XP to justify keeping my XP boxes as XP. I've heard good things of 7, but I want to wait and see. Vista had good reviews at one time as well. Most of my XP boxes are 32bit and it's getting time to shift everything to 64bit anyway
This all ties in with my switching over to operating system-independent programs. GIMP is one of those; OpenOffice and the like are others. Linux as my primary system depends on client desires in the future (or me changing employment conditions).
I don't bother with AV software; it's too much a drag on the system and I have very few virus issues - I've been hit twice in three years and the fixes were easy. My email services are pretty good with spam filtering so that's not an issue either. (I stay away from the freebies)
Computer systems, digital photo processing, and century-old steam engines.
A wonderful combination...