I prefer Unix all the way (and I prefer saying Unix to Linux so I don't exclude BSD); I admit I don't know much about what you can do on Windows (I haven't tried WSL), but Unix has so much customizability and even if you can install enough stuff on top of Windows to get a similar environment, it feels like throwing cruft on top of cruft instead of starting with a system meant for productivity.
I don't know why all the Unix people in the comments are focusing on Ubuntu. Ubuntu isn't the only or necessarily the best representation of Unix, and honestly my opinion of Ubuntu is that it got caught the Windows disease a few years ago (regular reboots, more difficult to customize, etc).
I use FreeBSD personally. It comes with a minimal system you can install whatever on, and I've never been happier than with tools like dwm, conky, and fish.
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