I use Windows and Linux, I have no philosophical preference. I try to use whatever application has the best price/performance/ease of use, sometimes that means running on Windows sometimes Linux. Perhaps easier for me having multiple boxes, if you have a single box and need to choose that makes it more difficult.

I am sure there is no "right answer" here, it depends on your budget of both time and money, but logically try linuxCNC first because it is free, and then try Mach.