I am pretty sure, but not 100% that it is illegal to put OS X (Tiger) on any platform other than macintosh. Read the EULA for specifics
You can install windows xp on a mac, I have done it, and its not hard. You can run 3 OSes, its been done already and you can tripple boot with a boot loader. Vista runs like crap, I have had all the beta versions, and MS keeps dropping things to push their release date closer.
In linux you can run an application called WINE, this is a set of APIs that allows a user to install windows based applications. Some things work great, don't expect games to run like they do on windows if they actually do run.
For Tiger, don't expect any kind of support for their OS on any non apple hardware machine.
As for which OS is the best? It is really debateable. I use and work with all three of those: Windows, OS X, and Linux. Each has their advantage/disadvantage.
If you want to play video games really windows is the best platform to run
**EDIT**
Oh and I forgot to add the fact that Linux and OS X now have virtualization technologies that allow them to run virtual machines of other OSes.
For example parallels can run a virtual windows xp machine with in OS X. Really there is no need to dual boot a mac considering this. Also with things like crossover (
http://www.codeweavers.com/products/cxmac/ ) you can install windows applications. I have personally installed IE 6 SP1 on a mac running OS X with cross over, and it worked fine. I also ran putty.exe which is a favorite ssh client of mine.
To give linux credit though, they did virtualization first, not that really matters or anything.