Part of the Linux experience is a very sharp blade that cuts both ways. I cannot fathom anyone saying that it's easier than Windows to set up and use on a daily basis. However, for that very reason, there are many people who both love and hate it. Windows will usually make things quite easy, but at the expense of customization and flexibility. There is bloat, for instance, in the initial install that is hard, and many times impossible, to get rid of. So, if you don't want to get under the hood, Windows would be safer, though if you need to get under the hood, Windows could be a problem, while Linux would make it relatively painless. If you want to have a "pure" OS without Mr. Bill and ilk deciding what you need and WILL use, try a Linux distro.
There are simply no guarantees with Linux that everything you'll want to do with your PC will be supported. It'd be highly unlikely that what you want to do wouldn't work in Windows, though there are some tradeoffs, not the least of which is system security. I guess it's like photography: Use the right tool for the job and final output. There are always tradeoffs with whatever equipment you use, and you have to do some research and testing to find what works best for you.
If I can get online and do with Ubuntu what I'm fairly certain at this point I can, I'll only fire up WinXP for photo editing.