Try out Ubuntu, Wubi, and Portable Ubuntu Remix
Ubuntu, in my opinion, is a great Linux distribution. There are several ways to let you try out Ubuntu. After download the CD, I can burn it to the CD and boot from the CD. I can try Ubuntu as a LiveCD. I can also boot it from a USB pendrive like a CD.
When installation, I can create a new partition on my harddisk. I can install it on the logical partition and boot from there. Unlike FreeBSD, which needs to be installed on a primary partition. Not only that, I can also install Ubuntu side by side with the same partition with other OS (such as Windows). This is special.
Besides, the CD image download from Ubuntu website contains also Wubi. Which I can install the Ubuntu from Windows (however I failed to install on Windows 7). Installing with Wubi will create a file and the file will be assumed as an OS itself. Then, one can choose to boot into Ubuntu installed by Wubi when the computer started.
But if one does not want several OSes on a computer, he/she can try Portable Ubuntu Remix. You can run Ubuntu on your Windows. But the TRES version requires about 4GB after extraction. (I tried to use “sed” command through Portable Ubuntu to do some operations on my computer, it fails.)
It is worth to try out.