Yeah, I've crashed OS X many times before, and sometimes I think it is worse than Windows! After crashing, the Mac usually had to be restarted, which really slowed things down. Of course, this was with a PowerPC Mac, so maybe this doesn't happen so much anymore.
I don't think Windows is as bad as many people make it out to be. Sure, it has its problems, but so do Mac and Linux. As long as you have some anti-virus and a little common sense, you should be all right. Just make sure you have enough RAM!