Technically the application support isnt a linux problem, the problem is at the software development companies not releasing linux binaries but i do understand what you mean.

The way i get round that is i have 2 computers and i use x2vnc to control my windows and linux so i can use both OS's at the same time. The other option is to dual boot using GRUB but that is annoying as u have to reboot if you wanna use Adobe stuff in windows for example, or you could just use WINE to emulate windows, this claims to be able to run photoshop on ubuntu:
HOW-TO: Adobe Photoshop CS2 on Ubuntu - 8 steps!
but i havnt tested it.

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