It really depends on the hardware, doesn't it? For example, sound cards seem to be a bit tricky at times. The onboard sound on my current desktop PC didn't work at all; my old Audigy 2 ZS Platinum Super Pro (or whatever it was) was semi-supported (less so by PulseAudio than by the ALSA kernel drivers themselves); my new Asus Xonar D2X seems to work just fine even if its lack of hardware mixing took some re-learning. (Disclaimer: I haven't tested, or even been able to test, the digital and surround sound -- but it seems it's a popular card with Linux users.)
I do have a Windows install (Windows 7), although I really avoid booting into it. Sure, it runs many of the same applications I use under Linux -- same Thunderbird, same Renoise, same Sublime Text, same GIMP and Inkscape, same Google Earth, same FocusWriter, same LibreOffice, same Steam, same VLC. (Not the same gThumb, sadly. I like gThumb. And the KDE Partition Manager. And K3b.) Of course it also runs more featureful commercial alternatives to some of those, Photoshop being only one example, but I'm fine with what I have.
But Windows' rigid window management annoys me; I can't scroll anything without first clicking on something; the Explorer shell's assorted pretend/half-real/special folders (each with assorted language-localized and legacy-name links) confuse me; the Start Menu defaults to "complete mess"; newly installed applications are never or barely ever in the $PATH (%PATH%?); games are littering all over the Documents folder; the control panel is labyrinthine; the icon theme is too bloody cheerful and XP-like and I can't bo bothered to find out how to change it; everything needs to be discoverd, downloaded and installed individually while dodging drive-by shovelware, and I dearly miss a unifying packet manager and repositories as well as multiple workspaces without hacky add-ons... and the ability to try out different desktop environments on a whim.
It's not that Windows doesn't work (it mostly does); it's not that it's too slow (it isn't); it's not that I believe Linux is easy-peasy or doesn't take any tweaking (I really don't, and sometimes I switch between Ubuntu GNOME and Antergos just because some little thing doesn't quite work in one of them but does in the other; using the same /home and /opt partitions makes it simple enough).
I'm not a programmer or sysadmin or UNIX beard (or any other kind of beard, ha). It's just... I don't know. Windows cramps my style. It's personal -- and possibly more emotional than it ought to be.
I do have a few games left that I can't get to work with WINE. Some of them are supposed to work great and even have installer scripts for PlayOnLinux (a WINE GUI, more or less), but I just couldn't get them to run. So with that in mind I would advise against relying on WINE and especially against buying Windows games in the hope that they will run in WINE. I'd rather keep Windows around just in case.
And then of course there're big-name professional Windows-only applications, but you know best which you need.