I would say by my experience, in order from easiest to most difficult, it's AMD on Linux, then Nvidia on windows, Nvidia on Linux. I haven't had a recent enough experience with amd on windows, but from what I hear its like you either install drivers then it works or you gotta do some crazy shit like op did to unbork something.
I'd still rather deal with Nvidia on Linux than anything to do with modern windows if I have the choice, especially with the insane amount of anti-features+spyware they seem to be shipping it with these days.