You don't even have to install Linux. Download a LiveCD and run it from the CD to see if you're going to like it or not, but obviously give it a fair chance, it's different (and superior) to Windows, and remember it's going to be slower running from the CD than it is when it's installed.
There are shitloads of Linux distros, but
Ubuntu,
Mint and
Arch are probably the most popular.
If you want to run OSX on your PC you'll need to get a hacked version, because although the hardware is the same these days, Apple employs ways to prevent it working on non-Apple PCs. Even with a hacked version certain things may not run correctly due to the hardware you have, or it may not install or work at all. Either way it's time consuming and quite a hassle to set up.
I would advise you not to waste your time with OSX (
click here for the OSx86 project if you're interested though), but you should definitely try Linux.