VB won't run on my Linux machines at all, and I have serious misgivings about Mono being able to run GUI apps reliably - I haven't yet seen any C# Linux apps.
On the other hand, I use the LBE LDAP Browser/Editor often under both Windows and Linux - it's a Swing app. So is my EJBWizard (
http://www.mousetech.com/EJBWizard.html). Or, if you prefer something major, there's apps such as ArgoUML (
http://www.tigris.org) which not only is a Swing app, but thanks to Java WebStart can keep itself updated automatically - unlike traditional Windows apps.
The secret of how to be miserable is to constantly expect things are going to happen the way that they are "supposed" to happen.
You can have faith, which carries the understanding that you may be disappointed. Then there's being a willfully-blind idiot, which virtually guarantees it.