SaRuMaN is right, dual boot is the way to go. Like it or not, Windows is just too standard to entirely not use. As for the installation issue, there is rumour of a program that might help you out...
For Linux, check this out:
http://www.linuxlots.com/~jam/guide1.htmlI have used three or four distributions and I would say that I was quite happy with Slackware, but Corel was my favourite because it was a complete package. It was also easy to install, something that Slackware is not. Having said that, Corel jumped ship from Linux and that isn't really an option anymore. Perhaps you could find an old distribution somewhere though.
Red Hat seems to be the way most people go for the first time user. That is one distribution that I have not used, but I understand it is failry simple for first time users but for those who want more - well, perhaps they tend towards Debian.
But Linux is free - try 'em all!