I think personally that I had the most fun working with Linux.
It presented something of a challenge, I learnt some shell command and even a smidge of programming, all by choice. Ubuntu is probably the version (or Distro) of Linux I would recommend to most people. It's well designed and it's functionality is reaching modern consumer level.
I use most regularly Windows 7, It's a good, solid OS, demands little and and doesn't necessarily come with an inflated price tag.
Unlike OS X. Apple's operating system is beautifully designed, it's functional, and their computers tend to be of good, if not better, quality. But I don't feel they justify the amount you pay for them.
For example I bought a Core i7, 2.4GHz (I think) 8GB, 500GB, 15" laptop for £750, of course without online coupons it would have been closer to £1100.
For the same computer from Apple, I'd have paid £2,008.99.
For all of the reasons above my preference is in this order;