I have one computer (a desktop) with windows on it and an Asus Eee PC 901 with Ubuntu 9.04 on it. I use both equally, although the desktop is used mostly for the stuff I do with the Adobe Suite (which don't work with Ubuntu) and the netbook is used for programming and the like. I wouldn't say that Windows is the worst OS to buy. Seeing as the vast majority of the world uses it, it can't be that bad. It really depends on what you're doing with it. If you want to do a lot of hacking & security stuff, you'll definitely want to know windows, but you might not want to use it. There isn't as much open-source stuff about security out there for windows then there is for Linux (in my experience). However, hacking with Windows can be done. Like I said before, though, if you want to be in security, you will have to know windows, seeing as it's used so much. Linux is handy to know as well because it's versatile and...well...free. As for Mac OS X, it's basically BSD at its core with Aqua (Apple's fancy GUI), so most of it would be similar to Linux.
All in all, I would say find a way to get all three of them (by the way, that doesn't necessarily mean you have to buy them) and learn how to use all of them, even get into the basic internals. All three are used, so it helps to know them all. If csh, ksh, etc were used as much as BASH, of course I would learn all of them. I plan on doing so anyway...
bottom line: knowledge never hurts
other bottom line: your OS depends on what you need it for
Mens et manus.