I have found that Linux runs much faster than WinXP (XP is kinda bloated) and is more stable. I have found no real difference in speed or stability between Win2K and Mandrake, though. In fact, my Mandrake has crashed on occassion, while my Win2K blows out maybe once a year.
I would suggest just loading it on a spare box and playing with it. I had an advantage in that I had my friend I could call if I got in a tough spot. It's worth doing, and it's ablity to be customized intoduces you to Linux command lines alot quicker than the other Linux builds. I'm working on one at work right now that I am going to secretly put on our network and customize the desktop to look like XP and see if anyone notices. If they don't, I will most likely re-build 5-6 systems from spare parts, and add them as I complete them, and have several Gentoo boxes quietly providing internet access, email, print jobs, etc.