I guess if your limited to one computer, it's your only option to dual boot. But if you have multiple I'd say make one linux, make one Windows and experiment.
It's really preference. What you like is what you like.
Windows: A thirty-two bit extension and GUI shell to a sixteen bit patch to an eight bit operating system originally coded for a four bit microprocessor and sold by a two-bit company that can't stand one bit of competition.