Well I can't really say anything about OS X, but for Ubuntu:
Not compatible with Photoshop or Fireworks, unfortunately. It has a half-decent imitation called Gimp, and though it's pretty powerful it's a nightmare to use.
ISO Burning: tons of software, some of it even pre-installed. Much higher quality than the commercial software for Windows, though I do love ImgBurn (free, Windows) most.
Torrents: I just found Deluge, and it's like uTorrent on crack, I love it.
Movie converting: from what to what?
Online: Opera, baby! Opera gives you the same browser experience (same rendering, same UI, same clicks, same everything) across all browsers, unlike crappy old firefox that is a MUCH better browser on Windows than on Linux (unfortunately).