Well after failing with a 6200AGN, I tried a 6300AGN. No problems with Linux, Wifi was found as the xfce desktop appeared. The same Intel 6x00 driver installer happily found the 6300AGN and the drivers worked on Windows. So now I have dual band 300mbps Wifi on Linux and Windows. I did a very simple performance test, connect at 2.4 then 5GHz and download a 250MB file from another machine on the local net using Linux and Windows. There was nothing in it, all the downloads ended up at around the same figures. Nothing pointed to any band/OS combination being the winner which is reassuring and pleasing.
That's not the case with an RALink 802.11n 2.4GHz USB Wifi adapter. (RA2780?) That has about 35-40% more throughput using Windows that Linux on the same hardware.
That's because the basic Windows media images are getting very long in the tooth now (certainly for Win7) and much of the hardware wasn't around when the images were made. If you have a machine which came preinstalled with Windows, then the Windows media that came with the machine will have the right drivers. It's always been that case for me.
In the case of Dell, you can use the service tag info or model number to get to the drivers download on Dell's website. I had to do that when reimaging this Dell laptop as I couldn't find the original media. Both ethernet and Wifi were not working and I had to download elsewhere and save to USB memory stick. Not painful but just not smooth.
Depends on how much experience you've had with Linux drivers. Given that part of my job entails making Linux drivers work with our chip designs on x86/ARM/MIPS I don't find it as hard as other people will. But yes, if you don't this for a living it can be very challenging!