Hey Longshot,
Many paths lead you to Linux. In short, the Linux kernel copyright requires any distributor to also keep full source and distro's available for interested people. (I am not a laywer, this may be a little wrong in some details).
In picking a distribution, free or not, you will have to think a bit about were you want to go. At present, you can even find distributions on a single CD that boot and run right of the CD, without requiring installation on your harddisk (startup is of course slower than when you install truly on HD):
Non exclusive list:
MandrakeMove download: http://www.mandrakelinux.com/en/ftp.php3
(download ISO and burn your CD)
Info: http://www.mandrakelinux.com/en/mandrakemove/
Knoppix: http://www.knoppix.net/get.php
Both these CD based versions are amazing in being able to recognize widely different hardware hosts. In my experience I found these to work troublefree with the most recent hardware as well as with the most primitive 200MHz processors with only 128K memory. The recent configurations run much faster of course.
I think that this is probably your best start if you don't know anything about Linux.
If you know more already, you shouldn't have any trouble in picking a distro right for you - free or paid for.
As to the question of Linux superiority over Windoz. A lot of BS floats around about this. I would say: do you remember the days that big DEC, big IBM were laughing at M$'s NT? Not too long ago though! Little NT racked up some impressive growth figures. You could have figured at that time that perhaps they were doing something right.
Have you looked at the growth figures these days for little Linux compared to big fat Windoz? Haven't we seen this before?
Longshot, this is a simplistic answer of course, but there is some merit to it though!
Good luck with your Linux trial,
nononsense
)