Microsoft is experimenting with the Windows Marketplace, which allows you to pay for software and download it. Other proprietary software vendors are offering similar services. However, for most Windows users, software is still something they buy in the store, and opportunities to try before buying are limited.
Actual no-cost software is even more limited, unless you are welling to scour pages of shareware applications on other web sites. By contrast, GNU/Linux installations are linked to repositories that contain hundreds or thousands of free programs, all of which you can try before settling down to use.
The convenience of the GNU/Linux repositories is impossible to over-estimate. If you suddenly need a particular type of tool, you can download several in a matter of minutes, find one that suits your purpose, and continue your work. Compare that to online shopping and giving credit information let alone interrupting your work to go to the nearest computer store and the advantage is obvious.
Both Vista and major GNU/Linux desktops -- especially GNOME -- make increasing use of popup status messages. So far, in GNU/Linux, they are usually restricted to concrete information, such as the fact that a flash drive is writing to disk, and you should wait to remove it. The updater is more intrusive, but you can turn it permanently off if you choose.
But, in Vista, your work is constantly interrupted with messages about possible security problems, available updates, and other system messages. I know of one case in which at least three separate updaters are running -- one for Windows, one for Java, and another for the computer manufacturer's software. At times, updates may occur without your consent, even when you have dug deep enough to supposedly turn them off.
The Vista messages and updates are not only intrusive, but make responsible security impossible. If you cannot control what is added to your system, you have no way of determining if your system is secure. It's as simple -- and annoying -- as that.
One of the most popular features on any GNU/Linux desktop are virtual workspaces -- separate desktops that are only a mouse click or a brief scrolling away. Workspaces can eat up memory, but they are ideal for avoiding a clutter of windows on your desktop. You can, for instance, place your web browser at full-size on one, while you work on another, or set a program to compile on one while you use OpenOffice.org on the other.
Windows doesn't have them.