Does your camera have removable storage (eg flash media). If so I would suggest buying a card reader. It took ages for me to get my camera to work in Linux, but the card reader worked first time.
I subscribe to Linux Format (www.linuxformat.co.uk) and its pretty good. Plus they put MDK 8.2 on their cover DVD. So no changing disks during the install. :)
The box sets also come with technical support. Exactly what you get depends on which one you buy. I think you also get a Mandrake case sticker. Plus there are extra applications included (eg StarOffice).
So it really comes down to whether you want technical support and the extra apps.
The reason its normally easier to install Windows first is that it over writes Lilo. THis means you can't boot back in to Linux afterwards. This is easy enough to fix as long as you have the original install CD or a Linux boot disk. But there is no required order to install them in.
The xbox is just a PC with the ability to change of the parts taken away. Shame I don't have one though, wouldn't mind trying to get MDK to work on it. :)
I have a raid controller built into my motherboard, and it takes ages for urpm to open uop in MDK 9. I do not know if its the RAID controller causing it. (Can't exactly remove the card).