Here's a short article about what you have to consider if you think of migrating to Linux – Ubuntu is mentioned as a good system to migrate to.
The article is found here.
The previous approach takes the bull by the horn and taming it. In that case, you learn by using Linux right away – no more experimentation or trial period. However, some people tend to have a weaker backbone and would rather play it safe. They would rather migrate slowly, piece by piece.
There are two ways of doing this. One is by getting a live Linux CD and booting up your computer on Linux. Run from CD Linux allows you to try out Linux without installing it and without fear that your hard disk will be affected. For this, I highly recommend getting Ubuntu Linux. A sleek live CD implementation of Linux with a lot of bells and whistles that make it very attractive to first time users. The geekiest thing you need to do here is to enable your computer to boot-up from your CD/DVD drive. This is quick and painless.