The tools you use for development depends on what you want to do with your efforts when you're done.

If you're doing basic applications development, stick with what you know and get a hold of one of the Express editions of Visual Studio. It's simply the best IDE for development; it's the only product by Microsoft that I actually praise (most of the time).
( http://www.microsoft.com/express/product/ )

I've heard good things about Ubuntu for Windows Users transitioning to Linux OSes. I never had problems (I learned UNIX on Solaris 2 SunSparc ) with Linux, and I've never used Ubuntu, so you can't quote me on that.

Look around at http://www.kde.org/ and
http://www.gnome.org/ as well as those are typically the packaged GUIs that are available and and for which you can easily find support. I personally prefer Gnome.

As for learning Linux, I'm less knowledgable on what sites are good for that. A quick google search reveals: http://learnlinux.tsf.org.za/ and
http://linuxreviews.org/beginner/

Hope those help.

Good luck and come join us in the free world.