I worked on a Vista machine all last year. Some minor adjustments with the bundled version of office, but otherwise few problems. I noticed it worked a lot faster (Adobe and CAD are a big drain on even the most state-of-the-art hardware) if I set the desktop color to black and the display to emulate XP. In other words, turn off all graphics effects in Vista that try to make it look more like Mac OS X.

As for your training software, you should be able to go to the product websites to verify compatibility with whatever OS you decide on.

Our travel laptop is running Linux, but we are using it for bare-bones internet and word-processing. It's good for our purposes, but we have not yet had occasion to try out any 3d party software on it.