Well having done quite a bit of CUDA programming under Windows and Linux, i'm interested in knowing what you find lacking on Linux ?
Performance wise i can report CUDA is just as fast on Linux as it is on windows.
Regarding tool support, i actually prefer to work under Linux, not because tools are better per se, but because your usual Unix tool chain does wonders with C++/CUDA. Under windows you have to struggle with Visual Studio just to get syntax highlighting.
There seems to be the profiler that is windows only. I never used it so i can't report on that.
EDIT : More generally, i've always found NVIDIA driver support for Linux to be very solid. Of course, it's closed source, but then so it is on Windows. I've never had a problem with an NVIDIA card on Linux, and i can't say that much about AMD/ATI.