Same here.
For Linux, I've got a Linksys WCF12 with a PCMCIA CF adapter and it is the best card I've tried with Fedora Core 2 on my laptop. I didn't have to do anything except configure it. It worked right out of the box.
Unfortunately, it doesn't come with any Windows XP drivers, though. I do have a few other cards in my inventory that work with XP but not as easily with Linux.