Short bio: Computer Scientist, FOSS supporter (read more)
Tux Machines (TM)-specific
If you’ve ever used Linux, you’ve probably noticed that a lot of hardware works straight out of the box, no questions asked. No motherboard drivers need to be installed, no ethernet drivers, in most cases no wireless drivers, and not even graphics drivers (depending on your stance on open source vs. proprietary). In this sense, Linux definitely offers a plug-and-play experience above Windows, and (as far as I know) it challenges Mac OS X‘s capabilities as well.
However, no operating system will have support for every single piece of hardware out of the box, and it’s important to know which ones have that support. There’s always a driver for that piece of Windows hardware, but with Linux, you do not have that guarantee, so the overall hardware support (including additional drivers you can download) is smaller.
You can figure out, however, which pieces of hardware do have Linux support by checking hardware databases.