The problem with OSX is the very expensive hardware (and worrying signs that Apple is progressively locking down the OS).
The problem with Linux is that unless you are trying to do something really really basic, you will be facing a command prompt, and then you have to RTFM. No time or appetite for that (and the perspective to have to "compile my own drivers" gives me the chills).
I wish their was a cheap/free alternative with a decent UI.
And yes, I totally agree. Linux and BSD are good. Even OSX.
But if you need Windows for whatever reason, you do what's necessary.