As usual, i recomend you to try Suse Linux and Ubuntu Linux.
Those are very solid distributions instead of some Linux distros which are mostly the Linux kernel patched together with a bunch of applications (there are many like that). Also, Suse is very Windows-geek-friendly.
I know that Suse has a Live CD (boots the OS from the CD, not needing a install). Just don't forget that, since it is running from the CD, it is much slower than a OS installed in the hard drive.
Sheekel wrote:... Which OS will give better performance?
...
As said, it will vary greatly.
Although Suse (where i am writing this

) is my favourite, it definetly doesn't shines on speed, especialy in the boot time.
From my limited experience with Ubuntu, it showed a fantastic performance in the desktop, opening windows lightning fast and stuff.
XP (the one i know best. I am a qualified Windows networks engineer) will deliver the best performance for sure .. for the first 5 days until you are swarmed with virus, spyware, addware, etcware. You will also see empty partitions in your hard drive saying that they have like 700 MBs ocupied with nothing in there nor in the recicle bin, folders of garbage starting to grow with you not knowing why or where, etc. Even with anti-virus and firewall installed, the performance of Windows degrages seriously over time.
All of the three can be costumized to .. whatever, with Linuxes beeing, by far, the most costumizable.
Sheekel wrote:... gaming ...
Linux works great for everything else but, still, the major issue with Linux is still gaming.
Companies aren't making yet enough game for Linux (or even macintosh). You can find good games for Linux, like UT2004, Doom3, Quake4, Neverwinter Nights, etc, etc, etc. But you won't find them all. Genders especially lacking in Linux is mmoRPGs and RTSs. To run many games in Linux, you would have to recur to emulators and stuff like wine and cedega. That «emulating and stuff» would give you extra work and, even then, you wouldn't be able to run all games.
Games i am, currently, waiting for to, most probably, buy:
- Savage 2 (confirmed to have a Linux port)
- The new RPG, yet unnamed, that Bioware (who made Neverwinter Nights) is going to make
- I am also considering buying Neverwinter
And as said before, Linux is not harder to learn than Windows, it just happens that everyone already knows Windows and, so, they think it is easier when they see that weird looking Linux.