First off, I have been running a Windows-based system for a number of years now. I am comfortable to a large extent with Windows, and tend to maintain it much more routinely than the average user. I also tend to be heavily security-conscious through the use of anti-virus software and firewalls (both hardware and software related) in order to minimize the exposure of my system to the outside world. From a software standpoint, I only install software that I am familiar with (either through reputation or through work) and do not install a lot of frivolous software such as toolbars and 'system speedup utilities' that ordinary users tend to do with alarming regularity.
This isn't to say that I haven't worked with other operating systems. Over the last 20 years I've worked with MacOS (classic), Mac OS X, SuSE, Red Hat, FreeBSD, OpenBSD, BeOS, Open Solaris, UnixWare, Ubuntu, and probably a half dozen others I can't think of right at the moment. I maintain a bootable version of Fedora on an old PATA drive as a "just in case" device, booting it once a month to get patches and updates... but I don't use it as a primary OS, just a backup OS.
Likely the main reason is that Windows works just well enough that I feel that I can do what I want to do without too much hassle. Yes, I know that there are programs that can come close to the quality of a Windows package, but close isn't good enough in some cases. Yes, I know there's packages like CodeWeavers and Wine that will let you run most Windows software, but they won't let you run *all* Windows software, and the chances are the one package you really need to work is the one that won't under Wine. I do have to give the Apple folks credit for their implementation of Unix with Mac OS X, if I really needed to I can get under the hood and compile the one or two applications that I do like from the Unix/Linux world. But it still wouldn't be enough for me to move 100% away from Windows.
I don't like everything with Windows, much as I don't like everything with Linux or OS X. But at least I can find some value in each OS, they do have their place in the computing world, and for someone like myself, that's perfectly fine.