I still stand by windows. Yes, linux is more customizable. Yes, linux is safer, due to less security risks (though honestly, computer safety is measured in human stupidity. A stupid human visits bad sites, has no firewall, has no antivirus, and is plain stupid, and thus gets lots of viruses. The smart computer user [like me] knows what he/she is doing and does it safely). Yes linux is faster due to less services running (though advanced users like me can once again speed things up by getting rid of crap like the 100% useless sidebar, preventing the chockload of startup programs, a number of smaller tweaks, stopping some processes, tweaking windows to run explorer windows as separate processes, etc;).
However, the compatibility is still the main issue here. 99% of all commercial games (CIV IV!!!) are for windows, and sometimes Mac. since 90% of all personal computers and 66% of all developer computers are windows, this makes sense (to me). I like linux's freeness, since linux can be used inside windows via virtualization if needed, and the andLinux program can be used to run ubuntu programs inside windows.
The fact that a large number of other programs are linux only, free or commercial. Closed source is very popular still, and thus usually windows only. Much hardware is windows only, and linux drivers may be harder (or impossible) to get. Linux also requires broadband internet to download, though some offer discs, it is generally in need of high speed internet. Windows also has the best help and support, since it is a large corporation, and can offer telephone services and professions who are employed online merely to answer your questions. Linux is free, and often can't afford huge customer support.
Finally, linux is extremely incompatible with, of all things, itself. Linux binaries usually only work on the same OS they were built on, and rarely can be used cross linux OS, and usually need the same version too! This means that if developers want to have linux binaries, they must often have large lists of binaries listing both the OS and version.
Linux is great, I'm sure, and I love free things, and I also love the fact that almost all linux programs can be used on windows too. However, it's just not for me. Besides, what have you got against windows?