I have to use Windows all day at my current job and I find it extremely frustrating.  I don't think I'd be able to use it at all were it not for the Cygwin.  Cygwin is wonderful and highly recommended if you have to use Windows.

Windows has drastically improved in recent years (probably to fend off Linux biting its rear) so it doesn't crash as much as it used to, but it still doesn't rise to the level of Linux.  Fedora and Arch Linux, which I use, seem to release new kernels at least every 2 months, so I reboot my Linux computers at least every 2 months but they almost never crash.  Windows still occasionally crashes, and I don't trust it to run more than a week without a reboot.

But the main things Linux give you are freedom and choice.  If you don't like the file manager, just install another one.  If you don't like the look and feel, just change it.  There are sooooo many applications and varieties of applications easily available for installation.  Not so with Windows.  And Linux and its applications seem to be less frustrating on the tiny details than Windows equivalents.

I haven't considered power consumption.  I assume they are comparable.