I use Ubuntu and Debian and Arch Linux to mine. There are some advantages to using Windows: better video drivers and more tools to tweak your video card. So if you want to squeeze out every last Hash per second, then use Windows. The advantages of linux is that it's more stable and secure. Also, Linux is available for Raspberry Pi.
I'm only doing CPU mining so I can't really tweak my video card. Do you think windows is still the better choice?