Well, maybe "joy" is too strong a word. But it's great.
I'm going to say something that irritates a lot of people, but my experience has born it out countless times: Linux is much, much easier to install and set-up than Windows is. It's true. Linux's drivers ship with the OS and for the most part Just Work. Windows' don't. The difference is, most people get Windows installed and set up for them before they buy their computer.
That said, I'll put in my two cents about why I prefer Linux as a desktop operating system to Windows:
1) The software vendors aren't constantly trying to sell you shit you don't need.
This is huge to me. HUGE. Media players don't steal the associations to every type of file. My desktop doesn't get littered with links to ISP deals. I don't have to choose between crippled demos and shady cracked versions of software from Kerplakistan.
2) Linux doesn't lie to you
Windows is like George Bush: if it screws up, it can never admit it. It may try to keep running all the programs even as the computer dies. It may pop up an error message blaming you for its own bad design. When Linux fails, on the other hand, it says "Hey, dude, I'm dying now. Here's my guess at why: ..."
3) Package management
Linux has multiple GREAT package management tools, depending on the vendor you get Linux from. If you want to install new software, the package manager will find it, download it, (possible compile it), install it, and do the same thing for any dependencies that package has. So, if you want the GIMP (roughly equivalent to Photoshop), your package manager will get not just the GIMP but all the other little pieces of software you need before you get the GIMP.
4) User support
This really should be number 1, but I've already started numbering. The Linux user community is quite simply the best support I've ever received -- much better than anything I've paid for. Install an IRC client, go to irc.freenode.net, and join the channel for whatever you're having trouble with. A few people might make fun of you, but you *will* get help, usually pretty quickly.
5) Privacy and security
Linux software is generally made with privacy and security as core features rather than afterthoughts or plug-ins. You can encrypt your hard drive; you can encrypt your email. You can leave it hooked up directly to a cable modem with no little Linksys firewall without worrying about being hijacked by the Russian mafia.
6) Freedom
This one maybe should be number one also. Linux is closely related to the GNU project, which is an attempt to create a usable set of software that does not restrict the user's freedoms. You can copy Linux, modify it, share it with whoever you want, badmouth it, praise it, sell it to somebody, give it away for free to somebody -- whatever you want. The developers let everyone in the world see their source code, which means bugs and security problems are generally found -- and fixed -- very quickly. If only Diebold would do this...
7) Transparency
Linux teaches you how computers work rather than hiding it from you. If you're not really into hardware and algorithms and such right now, you won't see it immediately, but as you keep using Linux you'll find you understand more and more rather than getting more and more confused.
8) Programability
If you've only ever used Windows, you probably don't think of yourself as a programmer -- but you almost certainly are. Anyone who uses a computer for anything but the most trivial tasks ends up doing some form of programming. But the Windows (and Mac) mentality is that programming is a Big Bad Scary Thing and we have to hide the fact that "normal" people are doing it. But that's stupid. There's nothing dark and mystical about breaking down a problem into small steps and telling a computer to solve those steps -- and that's what programming is. Linux software gives you many more and much easier opportunities to program things simply and easily.
I'm not saying you'll start writing device drivers in your first week of using Linux (or even your first 5 years), but you probably *will* start editing configurations (which is a kind of programming), scripting mundane tasks (also a kind of programming), or setting up user interface macros (ditto again). Don't fear the code.
9) Linux makes you read
To be fair, some people call this a disadvantage, but I love it. Linux makes you read. You sometimes need to read what it says. You often need to read the manual for the software you want to use. I cannot stress enough that
this saves time, and usually saves it very very quickly.
You'll learn three commands that will save you hours of time in just a few weeks:
man
info
apropos
Those are the gateways to one of the best documentation systems for any software I've seen.
10) Linux is made of small tools that work together
I could give my whole big spiel on this, but
Neil Stephenson did it much better. Read this, if you're thinking of switching.
As a final tidbit, I'll give dmesg's reviews of the different kinds of Linux (and other Free OSes) you can get:
Section A: Live CD's (you don't actually install Linux, you just boot from a CD... great way to get your feet wet)
KnoppixSuSE's live CDSection B: "Commercial" or "User Friendly" distributions
Fedora: possibly the most popular distribution and one a lot of people start with
SuSE: (same people with the live CD above) very "corporate"-oriented, but also very nice. Costs money.
Ubuntu: non-commercial but very "new-user" oriented
Section C: Less "friendly" but still awesome distributions
OpenBSD: (what I use) not Linux but very similar. Great documentation, great hardware support, not exactly user-friendly for someone used to Windows, but something to consider
Gentoo: (what I started on) a great boot-camp if you have a few weeks you can live with your computer being half-functional. Also has the best package management system out there.
Debian: The "purist's" linux
Slackware: For the purists so hardcore they think Debian people have sold out
Start out with one of the LiveCDs (Knoppix is good). Play around. Don't be afraid; you can't break anything. If you like it, try Ubuntu. After that, you'll decide if you want to stay there or move on to one of the "Section C" systems.
As a final bit of advice: read. Read the instructions twice before you do anything. Then do it, and read the instructions again if it doesn't do what you want. Google any problems you have, and if that fails go to an IRC chatroom. You will be frustrated sometimes (but can you honestly say you've never been frustrated by Windows? The difference is someone will actually help you with these frustrations...) And most importantly, live free and enjoy...