There is no shame in dual booting and using tried and true applications,
especially if you have paid for them before moving to Linux. I do not know
of any embroidery application. Best to stick with Windows for that and if
you have to dual boot anyway there is little need to deviate from your usual
applications. But there are many free and open applications for Linux that
most people do not know about.

I am not a fan of PS or Illustrator. I do not like the interface of Adobe
products and find them bloated, although feature packed. However, they are
the de facto standard to which others are compared. Many people forget the
cost when they compare the GIMP to Photoshop and the fact that most people
are paying for features they do not use or need, if they pay at all. I
recently read that the GIMP has just four unpaid developers working on it.
It is a labour of love. You can improve the GIMP and run it in one one
window using the development versions (2.7 and later) or using GIMPbox.

A good simple photo editor for Linux is Krita (part of KDE's office suite
but it works in GNOME) and Digikam is comparable with Picasa (I would say
better considering the Linux version of Picasa works with Wine and is ugly
and lacks features of the Windows version). I like Inkscape for vector
drawing. There are many high end Linux drawing and painting applications
that few people use because they either do not know about them or they are
too advanced. Profession studios use them, so they have the feature pros
need. Cinepaint and Blender are two. I have both installed and use them for
specific tasks. There is also Luminance HDR for doing high dynamic range
photos. If you shoot in RAW them it is a good application for free to make
HDRs. Also worth a look is Expoblending. There are alos lots of RAW
converters for Linux, such as Darkroom, Rawstudio, Rawtherapee, DNGConverter
and Ufraw. For Raytracing is Sunflow or POV-ray. There is no shortage of
tools. In spare time it might be worth checking a few out and it may save
you a few bucks because most Windows applications cost big money, especially
the more advanced they get.

Interface differences are really about what you are used to. I remember when
Photoshop first came out lots of people hated its interface, but people are
now used to it and complain when others do not work like Photoshop.