When people say that Windows supports more hardware than Linux I always confirmed from my own experience.
But: Linux - out-of-the-box supports more hardware than Windows does (out-of-the-box)! Microsoft "outsourced" most hardware support to the vendors and when you buy new hardware with Windows preinstalled, vendors did the job in getting everything to work!
Lately I wanted to help out a new co-worker reinstalling Windows on his work laptop (HP Pavilion g6). There was an extra partition prepared by the vendor which probably contained possible required drivers. However, somehow it was inaccessible so we couldn't get drivers from there. After a clean Windows 7 installation: No WLAN, no sound and no ethernet either! After long search on the net (from another machine of course), my co-worker found the most important download (ethernet driver) on a separate site from HP for businesses (after finally also identifying the exact sub-model of the g6) - more than 100 MB download - for a freakin' ethernet card!
After that I was so frustrated loosing so much time just to get the normal ethernet to work (let alone WLAN and the rest), that I left the rest up to him. Later in the evening he called me about activating Windows and Office and I could not get to the Microsoft action pack site because somehow the login did not work any more.
The next day he arrived at the office with Ubuntu installed on the HP Pavilion g6 - everything worked out-of-the-box - no single extra driver required and of course fully usable (without the need of activating any software)!
But this is not always the case. There are plenty of vendors that do not write drivers for Linux and many even do not publish the specifications so that somebody else could write the driver. If there is an open source driver - or at least a free driver available, Linux already contains it, where on Windows you need to get separate driver setups or CDs from the appropriate box or vendor site.
There are currently software updates running on a Dell Latitude E6530 next to me. As usual, all I need to tell Dell: I need a laptop and I don't pay the Microsoft tax, I will install Ubuntu on it and the hardware must support it. I don't want and don't need to search forums for possible problems, I can rely on Dell shipping fully supported hardware - everything out-of-the-box - also no additional drivers required.
My recommendation: Even if you don't plan yet to use Linux, tell your vendor when buying a new PC or laptop that you want the hardware to be Windows AND Linux compatible. If you plan to use Windows: Hope that you don't need to reinstall yourself grabbing all the required drivers from the internet!
Related posts: Ubuntu compatible hardware, About Dell, The hardware.