I recommend using Ubuntu, people say Linux commands are hard to learn but they're really easy, I use Ubuntu everyday it has a great performance so it doesn't use lots of ram which means if you like playing games they'll be smooth. Linux lacks software and you can't use programs for Windows or Mac unless you use Wine which is a Windows program emulator which would run some programs but they're not guaranteed to work. As for customisation Ubuntu doesn't come with lots of options to chose from, so I suggest downloading Compiz you'll also be able to try out different desktop environments such as Gnome, KDE etc.
If you was ought to dual boot it, you'd use wubi, I wouldn't recommend wubi, I'd rather partition the HDD in the Ubuntu installation.