So, windows sucks of course, but if you have to pick one, XP is mostly agreed upon as the most usable and least sucky one (although I have windows 2000 in my vmware image because it's smaller and good enough as an application loader).
I wanted to test the new Seattle Avionics Voyager 3D flight planner and synthetic vision software, so I had to use native windows.
First I found out that my WXP partition on my thinkpad was actually broken and that windows would just BSOD after a few minutes of use without any useful error message.

Ok, I used a WXP SP2 CD to do an install/repair on top, but first had to disable AHCI SATA and set my boot drive as IDE to make windows happy (see the SP2 installer has 0 SATA support!). Ok, fine, whatever, I get windows reinstalled on top, things actually work out pretty well, I go in the bios, put SATA AHCI back to make linux happy and go on with my life.
The next day, try windows again and realizes it won't boot longer than 10 seconds, and later I figure out that it can't boot because it removed the SATA drivers in my existing install and became unable to use my drive in AHCI mode. Good job microsoft!
I then wasted a good 2 hours trying to convince WXP to install the AHCI driver (I even knew what chipset I had, which exact driver I needed and where it was on disk), but WXP kept ignoring my request and installing ide-piix instead, the driver for the IDE emulation mode....
In the end, the only thing I was able to do was to find a USB floppy drive, find a floppy (both are hard to get today), find an intel WXP driver floppy generator which then made a driver floppy I was able to use for a 3rd WXP re-install. The best part is that you have a couple of seconds to press F6 during the install boot to tell it you have a driver disk. It went by so fast, I missed it 4 times before I saw and caught it. WTF can't the installer even tell you "I need a driver, do you happen to have one?" instead of "I can't mount your Hard Drive, press F3 to reboot".
Please fire the morons reponsible for all that crap!

Anyway, hours later, system is back up in AHCI mode.
With linux, it would have taken me about 15mn of my time, it would clearly have told me it couldn't find the boot drive, and it would have allowed me to add/enable the driver without having to do 4 consecutive 1H long installs to reinstall a simple driver that I already knew by name!

The thing that worries me is that how ridiculous, and quite frankly difficult things have gotten. This procedure was overly complicated, and quite frankly borderline impossible for most people, simply because microsoft could not be bothered to add SATA support to their installer. I think it's because they just want people to install their piece of crap Vista instead, and this part worries me because they're going to make it increasingly difficult to use XP and force people into all the crap that is vista and its even worse license.