I think Linux is great and I use it (yes, to program microcontrollers), but I would caution willib that if he wants to upgrade to a PIC24F or dsPIC from his current 16F, they are not well supported by Linux (this will probably change soon, but there are never any guarantees).
Pic16F, 18F, Atmel AVR, ARM (any version), countless others, no problem.
Willib, if you want a little taste of Linux, you can always get the pic version of gcc for Windows (gcc was originally a C compiler written for Unix/linux, but has now been ported to Windows and supports assembly/C/Fortran/Pascal quite seamlessly). If you're interested, let me know and I'll give you the link (I only know the linux link off the top of my head ;-).
Dave
P.S.: If you're looking for advice on which Linux version to get, be forewarned that you will never get a consensus on it. I use debian, and if I were going to use a Redhat style, I would use Fedora Core (oops, Stephen did mention he was using that...).