Which OS Is Better Install for Hacking? Windows or Linux?

Newb Question - I am building up a laptop for the specific purpose of practicing some of hacking tools and processes I learn here on Null Byte. Should I install Windows as the primary OS and just use a thumb drive with Backtrack or some other linux distribution when I want access to those tools? Or dual boot Windows and Linux? Or just install Linux/Backtrack on as primary? What would be the best approach here?