I just upgraded my graphics card. I had been using an onboard GeForce 8200, but my brother had a Radeon 4350 HD that he wasn't using. So I brought it home with me, and installed it tonight. Here are some impressions between my Vista 32 bit install, and my Ubuntu Lucid Lynx install.
Ubuntu:
The initial window saying you have changed hardware is pathetic. It just says that it couldn't load the former nvidia driver, then gives you a box with a few options. It took me a couple tries to figure out the correct option. "Start once in low graphics mode." Or something like that. I was expecting a low resolution desktop after that, but it dropped me into a full 1400x900 desktop. After that, I just installed the correct drivers by going to the 'Drivers' option under System->Administration. Then I restarted my xserver by logging out and back in. And I was done.
Windows:
Booted up into a 800x600 resolution. It didn't automatically figure out what drivers I needed. So I had to search the web for the correct drivers. Fortunately AMD/ATI have a decent site and I found what I needed quickly. I also have a fast internet connection, so downloading the files wasn't noticeably different than on Ubuntu. I installed the drivers, restarted to activate them, and I was pretty much done. Just had to tweak my dual monitor displays a bit.
Conclusion:
Ubuntu's initial dialogues and having to search for drivers were the only problems I had. So, both Windows and Ubuntu came out even.