Most everything works right out of the box, be it hardware or software. If it doesn't, the driver/patch is easy to find. It's little to no hassle or headaches on my part. I don't have to think about what's going on. More to the point, compatibility.
When I use Linux, I have to be in the mood for it. I have to be psyched up enough to find a distro, figure out how to install it, and figure out how to configure it. Then I have to work myself up to being motivated enough to Google down some drivers that will make my hardware work. Then I have to find programs. Then I have to figure out how to install those and then configure them. Plus figure out how to use them. Then I have to figure out how the damn folders and files are structured in Linux, if I want to find anything.
With XP, stuff. Just. Works. Going from absolute start to absolute finish takes me a few hours in XP, if that. With Linux, it takes days. I don't have to work up any motivation or excitement to get XP up, running, and working smoothly the way I want it to. I can't say the same for the alternatives out there.
Not that I don't have a host of gripes against MS and Windows, and not that I don't have compliments and support for the alternatives, but this is supposed to be a pro XP thread, so yeah.