The following is from my upcoming book, "The Linux Command Line" due for release in 2009.
When I am asked to explain the difference between Windows and Linux, I often use a toy analogy.
Windows is like a Game Boy. You go to the store and buy one all shiny new in the box. You take it home, turn it on and play with it. Pretty graphics, cute sounds. After a while though, you get tired of the game that came with it so you go back to the store and buy another one. This cycle repeats over and over. Finally, you go back to the store and say to the person behind the counter, "I want a game that does this!" only to be told that no such a game exists because there is no "market demand" for it. Then you say, "But I only need to change this one thing!" The person behind the counter says you can't change it. The games are all sealed up in their cartridges. You discover that your toy is limited to the games that others have decided that you need and no more.
Linux, on the other hand, is like the world's largest Erector Set. You open it up and it's just a huge collection of parts. A lot of steel struts, screws, nuts, gears, pulleys, motors, and a few suggestions on what to build. So you start to play with it. You build one of the suggestions and then another. After a while you discover that you have your own ideas of what to make. You don't ever have to go back to the store, as you already have everything you need. The Erector Set takes on the shape of your imagination. It does what you want.
Your choice of toys is, of course, a personal thing, so which toy would you find more satisfying?