When discussing why I use Linux, I focus on the freedoms I enjoy as a user. The flip side is what you CAN'T do when using a Mac or Windows OS.
For example, I tried using a MacBook Pro and dual booting OSX and Ubuntu a few years ago. The hardware was sleek and pretty, but I quit using it because I could not:
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Last I looked, you couldn't create symbolic or hard links to files on Windows.
Used to complain that you could only resize windows on a Mac desktop by grabbing the lower right corner, but that seems to have changed on Lion to become more like Linux.
I also used to complain about lack of multiple desktop support in OS X, but that has changed recently, but in a way that is much less usable than Linux if you have more than just a few desktops defined. Apple seems to have a linear mindset, so desktops are all to the right or left of each other.
In the same way, the Mac dock is a linear list that has relatively recently been enhanced to allow you to include folders. Same with this new Lion Launchpad that is a set of left-right pages of launch buttons. It doesn't scale as well as the cascading menus in Gnome or KDE. I noticed with horror that the latest version of Ubuntu defaults to this Unity thing that is like a copy of the Apple dock.
Contrary to popular belief, NTFS (the Windows filesystem since Windows NT) supports both hard and symbolic links. Hard links were added for POSIX compliance.
Although I find OS X generally provides a more polished user experience than any of the Linux options, there are a few notable exceptions. As John correctly points out, OS X is less flexible in the desktop views / multiple desktops area. Linux has always led in this area.
* One thing I have been able to do is mount iso images directly by command line. This is kind of handy when retrieving files from a CD/DVD image. In windows, you would have to use a program like virtualCD.
* If you are using Gnome desktop, you can burn iso images to a blank CD from the file manager. This is good when you download an iso image and need to burn is quickly to a blank disc.
* Also being able to mount external hard drives, ntfs, fat32, etc. I have not tried an hfs (Mac) created drive though.
* Use of shared keys between systems when using secure shell. Great when administering servers.
* Setting of permissions across files/folders by command line. (you can do this mac too!)
Linux/Unix has some good command line tools.
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