>>This was the day I decided ...
>> Will it be worth the effort?
I'm not sure, it depends on how thoroughly pissed off you are; It's actually a lot harder for a windows poweruser to switch to Linux than it is for a complete newbie to learn because there's just so much ingrained expectance (of how things work). But fury with a bit of stubborness is exactly what will get you there.
I don't know what process will be best for you, but I can tell you what I did on my day of fury - I decided that I'd either learn to use Linux (with no prior knowledge) or stop using computers altogether. I saved what little was of actual import, text files and pics mostly then blew away all windows and went into the deep end, I very specifically did not want any remaining windows anywhere, just in case I would feel something was too hard and come crawling back. I'd push through my ignorance and learn.
I installed Debian, and probably fucked up the first install, so I installed it again. I did not go for a full install but rather a barebones install and then manually picked and chose what I wanted, I decided that for the first week I wouldn't even bother with X, I'd learn what I could about the console, and learn how to achieve in console what I'd normally expected to need a gui for.
I learned about the programs in /bin and /usr/bin, and some of the sbin ones, I learned how to use man on the commands, or just add --help after each command, and I just built my knowledge from the ground up.
After a week I installed X, I didn't understand X so I didn't want the packaging system to do it for me (to be fair, at that point it felt like the package system was far more frail especially when dealing with X), so I downloaded separate files from XFree86 and ran the shellscript to set it up. I don't advise using this method today for X ;)
Anyway, turns out that Linux is pretty easy to learn, you need to shed some preconceived notions and stop expecting things to work like in win, the struggle lies in learning "how to learn".
But once you have that down, how to search duck/google, once you get the basics under you, it becomes pretty straight forward, everything functions in a very logical manner so you can predict events and identify problems in any part of the chain on your own, and there are always many ways to solve a problem and only your own imagination is what stops you.
Finally, for me it's been worth it, I have a lot of fun running Linux and I feel like I'm far more creative than I ever was when I ran win, it levelled up my skills in critical and logical thinking. The only problem I have with Linux now, is that there are more games on steam that I want to play, than I have time to play.