As Haertig noted, Linux is a different story. I assumed you meant Windows, but each OS is a bit different.

Linux is really nice in several ways:

1) Your personal data stays in your home directory. Windows spreads stuff around making it necessary to back up a lot of locations where with Linux typically you just back up your home directory.

2) Recent versions of Linux allow automatic encryption of your home directory which fits very well with #1. I like Xubuntu using the "alternate" installer which gives you the options to select the home directory encryption at install time.

http://xubuntu.org/getxubuntu/

3) Utilities like "rsync" and "sshfs" built in.

4) Plays well with Truecrypt.

-john