Personally, I endorse Linux over either. Windows has the most support, but also the most bugs and viruses. Mac on the other hand has far fewer viruses, etc, BUT, if you need something outside their very narrow window of supported software, you are out of luck. A good example is java support. Java 6 came out on date X, OSX.next version came out almost EXACTLY one year LATER, however, users had to wait for almost another 2 years to get Java 6 AND could only get it if they upgraded to the latest OSX version. Not really very helpful in the support area IMHO... Note to mention that you have a huge premium for such support.

Also on a side note, if you happen to need something that is not pre-made for Mac and want to try to delve into building it yourself(assuming Open source program for example), there would be FAR more people available who know Linux that might be available to help vs a Mac. Also, I can't compare a Mac's memory management, but Linux blows Windows away with the default settings.... a bit of playing around and tweaking can provide huge performance boosts in Linux vs the tweaks available on Windows.

Oh way... you said PS/Illustrator...if so, then stick with Mac(though you could run PS/Illustrator in linux under WINE.. but would loose some performance with that extra abstraction.) Another option if you want the best of both worlds might be to go with Linux + VirtualBox/Windows. The good thing about Linux is in most cases, you can try before you buy and play with it for as long as you want without having to make any permanent changes to your system.