I've tried out Vista. The security is so overtly obtrusive. It seems like whenever you do anything, Windows has a warning about it. Great idiot-proofing. Myself, I'm thinking of trying out Linux.
The security will be promptfull, but once Vista knows whether to let a program do something, you shouldn't have to tell Vista to let it do something again unless the program changes or tries to do something different. For example, when I first got zone alarm, I told it to ask me everything. At first there was quite a few questions it asked, but after a few hours all programs could access the net. Now I hardly get questioned.
As for linux, dual-boot it and try it out. Imo it's alright, but I saw no point in keeping it since Windows does everything the way i like it.