For me the fonts are better in Linux. The clear-type technology they introduced in Vista doesn't play well with existing monitors.
I have a 19 inch LCD display that's very decent, but I purchased it before Vista's release. The fonts on Vista have a red hallow that are unbearable, and I'm not the only one with this problem (and trust me, I played with the clear-type settings, although they don't make that easy).
On a big monitor with a typical DPI, clear-type just adds visual noise.
In Gnome the standard font anti-aliasing that doesn't use clear-type is great.
It's noticeably slower and fonts are uglier (even after installing exactly the same TrueType fonts as on Windows).