This is really a question for a more experienced computer user forum - like say Geek Culture Forums, or Experts Exchange. Here you will find most people will say Windows is better, since the majority of Computer users find they do not have the time, patience or stickability Linux requires to really appreciate just how much better it really is.
You cannot seriously say there is no support for Linux unless you buy it. No, you don't buy Linux. You either buy a CD-ROM set, which is manufactured, or you buy dedicated support. However, all the upgrades, bug-fixes, support forums, developer communities - they're free.
You will find that Microsoft, intentionally or unintentionally, have crippled their OS with a lot of features that attempt to be helpful to the user and clever, but end up causing crashes, poor performance, and incompatibility issues.
I'm not saying Linux is perfect - far from it. In my opinion, KDE is just as much an abomination as the Windows API is, since it tries to be very clever and helpful, but has very poor documentation, frequent crashes and a plethora of mini applications that do everything, but do it all badly. I am looking forward to getting GNOME 2.8, which looks promising.
The best thing about Linux is the free software ethic it is frequently based on. There are exceptions to this, and even Linus himself did not have this in mind, but the GNU Free Software Foundation and the almost religious teachings of people like Richard Stallman have made this a very good ethically based project.
Being politically correct, we call countries "developing countries", and we should call Linux a developing OS in order to not imply it is trash. There is an awful lot of fantastic work going into software for Linux, and mostly from volunteers. This is an infinitely greater achievement than Windows will ever be.
Microsoft have gained a monopoly over the OS market by exploiting users to make them upgrade both their hardware and software, by releasing easy to use but severely under-developed software, and also try to force people to use patented formats to store their files (e.g. wmv, mp3). The users have embraced this since it is comfortable and they want to conform (pm me if you want a long essay on how I detest the media, society and conformity).
Linux is actually quite easy to learn due to the masses of information people have written, unlike the limited documentation in Windows, on the Microsoft website and in "Windows for Dummies". I would be very happy to help anyone here, though my knowledge is not boundless.
I really must stop myself from giving you reams of information about what the truth is about Linux. I can't even remember what I first intended to say.
A common phrase found on these topics in forums is:
Linux is really bad (replace with any rude word if thou art of that persuasion).
Windows is even worse than that.