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.
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.
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.
Ubuntu's initial dialogues and having to search for drivers were the only problems I had. So, both Windows and Ubuntu came out even.