I think they both have their good and bad points. I've been using Windows for years, and only ever gave Linux a small shot every now and then. I'd like to try the other side now. Despite the very bad start I'm willing to put more time into it.
I have to agree with the easy access to new features and programs on the Linux side of things (Ubuntu at least) - you can go either into Software Centre or Synaptic, do a search and every program that's available for the OS is there for the taking, instead of doing individual website and program searches. It's something Windows really could use. Ubuntu also came with a myriad of programs, such as a media player, bittorrent client, web browser, office software, image editing software, and so on. So I haven't actually installed anything that I would need to get back to my old Windows routine.
If I had the minor problems sorted, such as the instant messaging conundrum and the inability to specify which speakers should and shouldn't play - I really could not justify spending money on any alternatives, unless it was for gaming. It's just that compared to Windows, it's nearly impossible to see exactly where the problem lies.