I've also found that it depends on your video card. ATI cards seem to handle DirectX in terms of performance and image quality. But hands down, NVIDIA has the best OpenGL support I have ever seen. I think a big reason for that is NVIDIA's continued support of Linux.
ATI is catching up fast in OpenGL, though. Games I've had problems with in previous drivers were fixed in the Catalyst 3.1 set. I just wish ATI would release an OpenGL 1.4 compatible set, which is something NVIDIA has had out for a while now.