XP is goooood and I will recommend you to use windows XP.
What will you use the computer for and what is your demand. When you know that I can tell you wha tI think is best for you.
To play gamesin Linux is still very hard. Some games you need to master a lot ofLinux to just make it run.
Some banks demands Internet Explorer and that is hard to run in Linux.
Linux is free and cost less, but it demands a bit more of you to handle it.
If you only need to browse the web (Firefox) and write document etc (Open Office) you could install Linux.
But like the post above says.. dual boot is probably the best. Install Linux on a partion AFTER installing Windows (since Linux recognize Windows in their boot loader, Windows will not recognize Linux and overwrite MBR)
I havent tried mac so i recommend xp since 90% all over the world use it.... correct me if im wrong