windows MCE is a breeze (read: impossible to mess up) to setup and use, while the linux alternatives arent at all in comparison. The main reason? The number of supported devices. In linux, especially pertaining to mythtv, the choices are thousands of combinations, which is a definite double edged sword.
So the question of: Is my hardware supported?
Well, the generic answer is, probably. But that does nothing to help you figure out how to use it.
Nvidia has superior linux drivers for graphics.
Hauppauge is generally the defacto/well supported capture card.
Remotes? Thats a definite crap shoot. If (and im not sure yet) linuxmce uses lirc (the part that talks to your remote) the homepage is here, and it lists on the left all the supported crap: http://www.lirc.org/
Supported and actually making it work are 2 different things however. Its not generally easy.
Sound cards? Creative has always had notoriously bad driver support for linux. However it can be made to work. Alsa is the part which makes your sound go, and supported sound card list is here: http://www.alsa-project.org/alsa-doc/
There is some generic information. I swear to God one day I will be able to give specific linuxmce answers!