Windows has its faults for sure, but it's much better in my experience as far as just working on any type of hardware and accessories. If it doesn't just work already, drivers are generally easy to find and install.
Windows doesn't clearly have such an advantage anymore.
Having investigated problems with Windows, I think it is fair to say that Linux is more reliable on supported hardware. The main problems with Linux are: some hardware is not supported, and sometimes Linux only supports a subset of the functionality of hardware it does support. If you're careful with what you buy, your experience can be just as good (if not better) under Linux. If you're not careful with what you buy, you can still luck out and have a positive experience.