If you want to compromise and get a tasty modular no-nonsense shell over the [in my experience] remarkably stable xp kernel, go for bblean, it's a *box window manager that you can use to replace explorer.
The whole thing is plugin-based so you have exactly as much or as little functionality as you want.
I've been back in xp for the last couple months due to a certain WoW addiction and not being arsed to get it working under Linux. [In my experience the wild claims that cedega makes of compatibility and increased performance are somewhere between wishful thinking and outright sophistry].
That way you get all the sex of windowshading and multiple desktops without the overhead of an entirely new boot. This isn't to say that I am not a big advocate for Linux [particularly Gentoo/Enlightenment], merely an alternative if you just want to get away from the grody XP front-end.
Link is here:
http://bb4win.sourceforge.net/bblean/
Sexy example here:
http://dor.nullmind.org/arc/dskxp06jul05.png
Also, if you have an ATI card, particularly the somewhat older variety, and want to use linux: slit your wrists with a rusty can lid right now, it will save you so much pain later.
Getting my old ATI 7200 to work at all was tortuous, and getting it to work well [as in anywhere near the performance for 3d as windows] was nearly impossible. Currently I have an ATI 9200 SE, which apparently in combination with a newer machine [AMD 1Ghz] than it used to be on [p2 600] freaks out and dies any time I try to load a graphical environment, freezing my entire system. This appearently is a very common known issue with the 2.6 kernels at least in Gentoo. I don't know about other distros, however I am very hesitant to switch over to anything else.
Stay well away from SUSE, it will make you weep, gnash your teeth, and become stupified by its claims to user-friendliness and functionality. THe packagaing system barely deserves the name and you /will/ spend half your days trying to find a server that hosts x dependency that you need to install y package.
This is similar to Slackware, except slackware isn't as shiny or Fisher-Price-like as Suse. Slackware will simply install your system and then let you guess what it did; most often you will guess wrong. Similarly, you will [if you are anything like me] have recurring nightmares years later waking up in a cold sweat screaming:
tar -xzvf foo.tar.gz
./configure --prefix=/usr
make
make install
All the while twitching, waiting for the inevitable missing dependency that will crop up an hour into the install making you hunt for another hour to find /that/ archive, and repeat the above incantation. If you are lucky there will only be about three nested levels of missing deps until you get something installed-- somewhere.
Needless to say, after using that for a while, Gentoo was an absolute god-send.. I spent the first few weeks of our honeymoon making soft sweet love to Portage, and carressing Enlightenment. After the initial afterglow wore off, we settled into a very comfortable open relationship, often spending long hours sipping tea in rocking-chairs on the porch. It wasn't easy, the courtship was long [and sometimess tedious and frustrating], and we are still learning new things abuot eachother every day. But it all was worth the effort in the end.
Gentoo is like Wesley wooing his Princess Bride, enduring trials tribulations pain and rouses, but eventually finding yourself embracing the world's most perfect breasts.
Suse is like a Russian mail-order bride, who turns out to be a large hairy Germanic man who hates foreigners- especially you.
Also, I can kill you with my brain.