The problems that you describe with your system may be, as people have suggested, due to that branch of GNU/LINUX not being very solid or stable. It may also, as you suggested, be that your hardware is a bit flakey. I suggest that your bad experience with one GNU/LINUX OS should not reflect poorly on all GNU/LINUX OSses. Try another, or else you should limit your pronouncement of GNU/LINUX limits to the particular GNU/LINUX OS that you chose to try.
I don't know about MS-WINDOWS XP. I've used it a time or two, but never installed it.
I do know that about a year ago, I timed installing MS-WINDOWS '95 on a Pentium II (233MHz). My memory is that getting it installed, going through the product code garbage, and configuring the basic system, plus getting some kind of basic set of drivers (network card, etc.) installed took something like an hour or three. (My memory says 3 hours, but that was a year ago, and seems too high to be believed. Maybe only one hour?) (I was installing MS-WINDOWS on that machine in order to get some information for helping someone else set up and use CygWIN---and the machine was temporarily not needed by myself, so I didn't mind taking NetBSD off of it.)
NetBSD/i386 1.6, same hardware, complete OS install: 15 minutes. (Of course, this isn't a fair comparison. NetBSD doesn't include all of the bloat that MS-WINDOWS includes, like a web-browser, silly desktop, etc. But I did a full NetBSD install, including X and compiler and all of the other basic goodies that come on a complete distribution.)
...of course, one's notion of a "full" OS install will vary. To some, it may include a graphical web-browser and desktop. To others, a GUI may be entirely optional, but software development tools and network server/admin tools are a must...
How fast can you install XP on a 233MHz PII? (Assume 160MB RAM, and something like a 32x speed CD, with an old 4GB hard drive.) Just for comaprison's sake, since someone said XP installed faster than any other OS they'd tried. (^&
More recently, I installed MS-WINDOWS '98 on Bochs, running on NetBSD/amd64 (2GHz). With some twiddling of parameters to cut down silly delay-loop programming, I think that you can do a complete install in about 40 minutes, where most of the time is taken up by reading the CD. (Net performance is hard to rate. Some things felt "okay", others were terribly sluggish.)
My GNU/LINUX experiences (as far as personally installed systems go) have been:
Debian GNU/LINUX a few years ago, shortly after DRI was integrated into the GNU/LINUX kernel. I wanted to play with that, but was disappointed to find that Debian's release trailed a bit behind the GNU/LINUX kernel development, so 3D was no better than native NetBSD. Rather than mess with a kernel upgrade, I just didn't boot that partition much, and eventually reclaimed it for NetBSD/i386.
Then, when I got this new AMD64 box in October or November, I was having some trouble with NetBSD/amd64, so I thought that I'd give GNU/LINUX another shot.
I found ISOs for SuSE (the only GNU/LINUX OS that I could find, at the time, that expressly supported the AMD64 with downloadable install sets/ISOs). So, I gave it a whirl.
My sharpest memory was the *terrible* display support (literally the worst that I'd ever seen in my life). I could see the pixels being drawn in horizontal and vertical lines, in some cases. This was on a Radeon 9200. (I think that there were also some issues about a missing install file or two that spilled over to an ISO that I didn't download. The docs claimed only the first 3 were required, so that's what I got. Disabling some install options bypassed the need for the missing CD.)
Of course, that was with XFree86. NetBSD also had terrible performance, but for some reason (I don't remember why) I had not bothered to run X on NetBSD at that time. (Maybe it was the numerous "not supported" messages I had for hardware on the motherboard? Maybe I just wanted to take the Radeon to play with DRI? Of course, it turns out that the Radeon 9200 isn't (yet?) supported for DRI, anyway, so I'm not sure if I would get any benefit at all.)
The problem, of course, was that XFree86 didn't support the card well, and the autoconfigure made a bad guess. (When installing NetBSD/amd64 for serious use, I played with the XFree86 options and found that the "vesa" driver gave acceptable performance.)
...anyway. As far as people crawling back to MS-WINDOWS: Depends. I came from an Amiga background, came to the PC, and bounced out of MS land in less than a year. The best point is to do a dual-install or have a spare system so that you don't *require* the new system to work. Then you can be adventurous and stick things out. If you run into real problems and *need* something to work, you can take a quick dip back without deinstalling. (In practice, I found that I almost never needed MS as soon as I got NetBSD installed. But it was there, and I could play a few commercial games on it. (^&) If you try to go "cold turkey", that may work, but people always like what they know. IMHO, "cold turkey" approaches work best if you don't really have the option to go back. Otherwise, keeping a more familiar OS install (in your case, MS-WINDOWS) around is like training wheels or a safety net---you can remove it whenever you feel ready, but until then, it lends confidence.
Final side note: I'm considering giving GNU/LINUX another whirl on the AMD64. I'm in the midst of some issues with updating NetBSD/amd64 on this box, and keep getting "internal compiler errors". These could be due to broken tools, or these could be broken hardware. Given that the whole system is less than 6 months old, I really don't need to have things like memory going bad on me...and trying an alternate OS seems like a good test of that possibility. Though since these problems are new with the OS upgrade, I suspect that it's just software problems. I'll probably go with SuSE, since I still have the ISO CDs. I know how to fix the horrid display performance, if SuSE doesn't hide the XF86Config file.