To be perfectly honest?
After four years of using linux and windows xp side by side, I found I worked faster on Windows.
Even with four years of using linux, I didn't gain the familiarity with it that a lifetime of using various versions of windows (from 3.1 to XP) gave me. Familiarity with a complex system is extremely important in determining productivity, much more so than trying to choose a slightly more optimal system.
I do all my python programming on windows nowadays.
However for certain aspects in recreational programming, linux is the only way to go.
[geek]
while(1)
{
fork();
}
[/geek]