I use both Windows and Linux desktops for Azure developement. Developing on Linux for Azure is a great experience and there is superb open source tooling support from Microsoft (and others) for Azure across Windows, Mac and Linux.
The setup was mostly straightforward but in places there are dependencies you need to install first so I've documented my experiences at Ubuntu for Azure Developers
I’ve tended to stick with the LTS releases of Ubuntu Linux, better support, examples, documentation etc. With the release of Ubuntu 18.04 LTS I decided it was time to upgrade from Ubuntu 16.04 LTS system. I found the Kubuntu flavour to be the most stable on my laptop (X1 Carbon) and I also like the level of customization. Your mileage may vary so I’ve documented for Ubuntu 18.04, Kubuntu 18.04, and Ubuntu 16.04 desktops too.