from what i've seen, you are much better off to run ubbt on a Linux box for the live site.
this is expecially the case for large DBs. and by large, i really mean HUGE
for development however, loading up WAMP (takes 10mins and you are running) on a windows box is so easy, that it doesn't make sense to have a Linux box to play around with stuff.
now, if you truly LOVE linux and have a home system with that installed.. by all means go for it!
the only pain in the arse for development is Imagemagick. I just ignore that feature on my development environment and use GD2.
works fine, lasts a long time
