I'm a Mac, Windows, and Linux user. And I use just one computer. If you're curious and have a reasonably modern computer, all you have to do to try Linux is install VirtualBox and create a virtual computer and install whatever flavor of Linux you like. Or create multiple different virtual computers, each with its own OS. The whole Linux computer runs in a window, or you can run it full screen. Delete any computer you don't like. No need to install on disk, stick, or try to run from CD-R or DVD-R.
You don't need to "change" to Linux to use it, and you don't need to set up some sort of dual booting nor boot from stick or CD-R on your Windows computer. Just run Linux right now in a virtual machine that you spin up, for free.
My favorite Linux is CentOS 6. My favorite OS overall is Mac OS X.