I've been using my newly installed dual-boot Windows XP and Ubuntu 6.06 machine for just about three weeks now. I'm very pleased with Ubuntu so far; in fact, last weekend I checked my logs and discovered that I'd been booted into Ubuntu for 13 days straight. I'm now using Ubuntu for virtually all of my computing tasks.
However, last weekend I ran into my first application that made me to boot into Windows: eBay's Turbo Lister. Turbo Lister allows me to create multiple eBay listings and save them locally until I want to upload them. I edited all the pictures and text for my auctions in Ubuntu (on my shared partition), and then rebooted into Windows and created the auctions with Turbo Lister. [OK, if I had really wanted to use Ubuntu exclusively I could have used eBay's website to enter my auctions one by one, but Turbo Lister seemed easier since I have the dual-boot.]
The only other application class that I haven't found a good Ubuntu equivalent for is financial management software. I've used Microsoft Money for the past four years, and am looking for something similar (that can easily track my checking account and download information from my investment accounts). KMyMoney and Moneydance (a commercial program) seem to be the best options, but so far I've had trouble importing my Microsoft Money account data into them.
Since I've ended up using Ubuntu nearly exclusively, I've been keeping all of my files on an ext3 formatted partition (as it has, among other things, better protection against file loss in the case of power failure; see this post for more background). Since Windows doesn't have native support for ext3 partitions, I tried out fs-driver, a program that allows Windows to access ext3 partitions. It took less than a minute to install, and it appears to be working perfectly; I'm able to browse my ext3 partition (with my shared data on it) and work with files there without issue.
I haven't, however, attempted to do many work-related tasks on the computer, and thus can't say much about how well OpenOffice will work as a replacement for Microsoft Office. If I were working in isolation, I'm relatively certain that OpenOffice would be fine; however, I often send documents to other people, none of whom (to my knowledge) currently use OpenOffice. Additionally, one of my summer tasks will be revising my 200+ page lab manual, which I currently have (very tediously and precisely) formatted in Microsoft Word. An open question is whether I want to convert the manual to OpenOffice Writer or keep using Word; I'm just not sure I want to re-do all of that formatting.