imo it's equally easier installing LAMP or WAMP. 
As for other kind of applications, linux (debian based at least) is better by far. No freeware software full of spyware and crapware attached, and a rating based system where you can find any application  for your needs. I mean, no need to have a CD with Nero, another with Office, etc.. No need to search for  video drivers and players in the web. It's all there, just choose from the list and install.
I never needed to compile anything and you have .deb packages where you just double click to install. It's really just that, no need to choose where to install, what name, etc, and they are automaticly added to the relevant menu on install.

Updates are centralized in one place for all applications and OS, so you don't get any annoying messages. You don't have to restart the system in every update.
Driver wise everything usually works out of the box, including sound (it's my main problem in every XP installation).
No need for adware on anti-spyware or anti-virus.
Another plus is you can costumize easily every bit of your OS desktop, freely and with plenty of choice (www.gnome-look.org).

Of course windows XP is a relatively good OS imo and unless you really value the advantages of linux (or ubuntu), it's actually pretty decent.
For me the big advantage of windows is software, especially the one from Adobe and the .NET framework.
As for the rest, I really don't miss anything else.