I had thrice installed Ubuntu alongside Vista on my laptop. Only to uninstall each time a short while later. Each time I decided that I want to get more familiar with Linux, each time not getting around to it and freeing up the disk space it was using.
All in all, installation and setup can actually be very easy (I suggest
wubi, it installs Ubuntu within Windows and can be removed from within Windows like any other program!!!)
As far as the actual experience itself, I can't tell you. I had maybe used Linux hands-on for no more than a few hours. I'm very familiar with the Windows environment, and as is well known to be Linux's biggest "conversion" problem is the fact that it's simply not the same environment that everyone is used to. That's probably why I never got around to it. Plus, I don't complain about Windows. Ever.
If you are not too familiar with either environment, there are lots of good reasons to pick any one of the two. And I'm sure a quick Google search will bring up loads of reading material as to what the practical differences are.
I'm just going to say that there are lots of Microsoft haters out there, and lots of Linux haters. But in my opinion that doesn't mean that either is bad. I believe they are both good, and for me personally it was only a matter of familiarity, not necessarily of quality.