Proper RAID5 is horribly expensive. Software RAID5 isn't worth the little you pay for it. I'd suggest getting one of those nice RAID3 cards from XFX. I think they're about $90 at the moment and they do hardware RAID. The next cheapest hardware RAID is upwards of $500.
Onboard RAID such as nForce provides works with either Linux or Windows. Drives created with software RAID will not work with both OSes, because they RAID stuff at different abstraction levels. Windows does things at the drive level, while Linux does it at the partition level. These are fundamentally incompatible.
And yeah, these XFX cards are good despite being cheap. I have one, and although the drivers are causing the odd BSOD, you don't actually need the drivers in order to use the array. As far as the BIOS is concerned, it just sees some extra ATA drives. So it'll work just as well under Linux.
ATA drives which, for some reason, have sustained transfer rates of about 100MB/sec...