OK, here we go:
Definitely install and keep OSX. Apart from anything else, it's likely to be the only OS that any official tech support, er, supports. You may then, if you wish, download an Ubuntu disk image, write your own disk, and install that, but keep this in mind:
1) Ubuntu was, at least for me, much more of a chore than OSX, and may take some significant getting-used-to.
2) There are not now, and may not ever be, any Linux drivers for the standard mac wireless network cards. You're going to be tethered to an ethernet cable for as long as you use it.
As for Windows, keep in mind that you'll have to buy a copy and that it's a terrible operating system (just kidding ;) but seriously, I never use it and you should question whether it will actually be worth your money and HD space).
Also what A_Total_noob says about desktop and so forth is simply untrue. That said, everything else is pretty good advice. It's easier, though, to turn on autodownload either with /cl_allowdownload 1 in the console or /menu ingame_options in the console (the latter is also useful for a lot else).