@shoq I could make a joke that you don't need a display or keyboard for the Linux box if you only ssh to it. But seriously, despite being a joke, that is the best answer for some situations.
It all depends on what you're doing with the Linux box and how interactive you have to be.
Or in some situations you run the Linux in a virtual machine on the Windows box.
Update: I'm also big on using extra, old, PCs as Linux boxes, and so not worrying about dual boot or data preservation. A $50 PC.