I do a lot of MIDI composition. Cakewalk was the first piece of MIDI software which I was really able to get to grips with, originally in Windows 3.1. I run an old version of SONAR now, under WINE. I use that for composing, but then export it into Rosegarden for recording. I did most of this in Windows until 7 came along and broke the 4x4 USB MIDI interface I was using - it was easier just to stay in Linux from that point on.
For sound generation, I use hardware, mostly rackmount syntheszers. You can find these second hand on ebay quite a lot - the Roland JV series are pretty good general-purpose sound sources for starting out. They have the advantage that they are completely OS-agnostic, and apart from some weirdos like the Creamware ASB or the Receptor, they don't require online activation and they also won't die the year after the maker goes bust because OSX or Windows broke some API it uses. If you must use VSTs, Rosegarden and a couple of other packages will act as a VST host, probably using bits of WINE to do so. The MUSE Receptor does this as a hardware device (again, using a modified version of WINE) but although a Linux device, it is up to the hilt in DRM and remarkably expensive for what it is.
Where it gets unusual is recording and tracking. I record quick demos of the piece using Audacity, but for the real thing I track it onto tape, using a timecode track to control the sequencer. This isn't a legacy system, it was a deliberate decision because I wanted to get some idea of how things were done before Protools became widespread.
If I didn't do it that way, I'd either be looking at using a standalone DAW such as an Alesis HD24, or Ardour. I few years ago I scored a TASCAM 1" 24-track machine, and before that I was using a pair of synchronized 8-track machines, but to be honest that was a royal pain. I mix the 24-track tape down to a 1/4" stereo machine, and digitize the stereo master from that. I also have a 24-channel JoeCo recorder which I use to take digital safety masters of the multitracks.
I am well aware that this is a weird thing to do in this day and age, but I figured I may as well throw it into the pot. In any case, there are people like Slugbug and Freelove Fenner who do the whole thing completely in the analogue domain, but that's not really what the question was.