Linux sucks, in my opinion. Mac OS X 10.6 is 1st, Windows 7 2nd, Ubuntu 3rd (I don't consider Ubuntu as Linux) THEN CRAPPY OL' LINUX COMING IN AT 4TH PLACE!
3 things 1)Linux doesn't suck. 2) Changing to linux won't do sod all if the processor doesn't support SSE optomisations. 3) Ubuntu is Linux however you class it. It used the GNU\Linux Kernel and was originally based off Debian GNU\Linux.
You will need to custom-compile your own version to work on a non-SSE processer. See the wiki for compile help.