Disadvantage to Windows vs. Linux. Cost. Windows does, Linux doesn't
Advantage: Lots more goodies available for Windows
And as for running this in a car, it's a piece of cake. Just get the right case, and run the cable up to your dash for the display. Throw in an ATI Remote Wonder for control and poof! Instant car mp3 player.
For the case I would recommend:
It has the DC-DC power supply built in and all you need to do is provide a clean 12V input.
As for the display, you can go with a Character LCD, but I think finding a 5 or 6 inch V display for a car would be much more fun. You can wire it to the composite out of the Eden board and voila!
Hope this helps both of you