I'm a huge Linux fan, and have happily used it for quite a long time. Sadly, however, not all the programs I need to use are available for Linux. Tax programs, for example. There are various other niches as well, where Linux hasn't really caught up yet.
I've used TaxACT [1] since ~2005 with great results. I'll admit that there's still usually one or two other niche programs that don't work on linux, though.