Everyone's right. Everyone has a good answer. I would shut up if someone hadn't told me a couple of weeks ago that Ubuntu isn't Linux.
Linux is free software. It is free as in freedom, not as in beer software. Open Source Beer exists. A Danish artist who ran into some copyright hassles found a beer recipe he could release as Open Source. This means you can buy it from several small brewers in different countries or you can brew it yourself. That's free.
Linux is exactly the same way. It's built on the products of the Free Software Foundation, the Linux Kernel maintainers, the X.Org Foundation and several other groups which are not affilliated with each other. You can actually buy distros. It usually costs between 8 and 40 dollars US. Alternatively you can download it for free either using a server or using bittorent. Ubuntu of course does offer free disks. You can use them for live CDs or you can use them for install disks.
I don't want to disrespect Ubuntu, or disparage it, when I say it is a standard Linux distribution geared for beginners which is sometimes better for people who don't know anything about computers than for anyone who is a little knowledgeable. Some very capable people though will turn it very quickly into something which meets their needs. To some extent it can also suggests that the Linux community is more homogenous than it is. As a debian user I use the same Gnome Desktop which Ubuntu uses (Ubuntu is derived from Debian: among the differences are security features which are more useful to some people than others. If you aren't already using either most discussions of the differences will cure sleeplessness without enlightening you, though they can be important). When I'm out around Linux fans, I'm usually in the minority as a Gnome User. Most of the users I hang out with use the KDE desktop, and some use fluxbox or XFCE. You can get installation disks for Ubuntu or Debian which use these desktops as the default. Or you can change your default desktop once you've installed the OS.
Generally, the situation is, the more support you want for anything, the more you have to pay for it. Open Source Beer is available from some brewers or you can brew it yourself. Open Source Software is precisely so strong because it is feasible for so many people to make lives contributing alternative packages for it: it offers Free Choice in a way that certain proprietary companies do not appreciate. If you want to take full responsibility for your computer it is free as in free beer.
I strongly advocate the LiveCD as the way to go if you want a taste of it. Linux will push your HD but it won't kill it. Repartitioning your disk to put it on can, however hurt it very badly. At least wait until you've decided to move some of your computing activities to Linux to try it, read the documentation on the web about it, and see if you can find a computer professional to help.
Some LiveCDs are better than others. Ubuntu is one of the best. And when you do install it you will find that hardware detection is usually as good on the install as it is on the LiveCD (something I've never found to be the case with Debian--which I prefer because of what I do AFTER I install it).
I'm going to recommend two small LiveCD distros which most people outside the Linux Community don't know much about. The first is Knoppix. It has a KDE desktop, it has a few games, nothing special there, and some office tools. It was actually developed by a computer professional who wanted a tool which would help him sort out customers' file problems on any Windows or GNU/Linux or Unix system comfortably. It has LOTS of diagnostic tools and its hardware detection is AWESOME. That means if something doesn't work when it boots up, it may be broken. Surfing the net in particular is easy. Even if you are not about to become a computer consultant, there is a good book about it called "Hacking Knoppix" which will help explain why it is a good introduction to Linux. Pick it up at a brick and mortar store or I have a link to it on Amazon. Other distros like DSL use some of its technology. There is a "Gnome Version" called Gnoppix but that is really just an Ubuntu LiveCD remixed and I would recommend the real thing rather than Gnoppix.
The other distro I recommend is called dyne:bolic. As the documentation says, "This is RASTA software". Hardware detection isn't quite as good -- I have never succeeded in getting a soundcard working but then again I use computers with problematic soundcards anyhow. It is packaged by an Italian Rastafarian who lives in Amsterdam, and bills itself as for "media activists" (which is why the soundcard is such a problem for me). It uses the XFCE desktop and comes with a broad suite of multimedia packages you can certainly get in other distros, but this is one easy introduction to a way Linux is stronger in Multimedia than it is given credit for.
Finally I recommend visiting a site called distrowatch, which tries to cover as many distributions as possible, compare them, where relevant and to provide links to them. Linux is free as in freedom. This entails some responsibility to be informed. Distrowatch, which like Knoppix and dyne:bolic is listed in my sources, is one of the best sources of information on Linux out there.