I've got an i5 m11x with dual boot Windows 7 & Ubuntu 10.10. Setup went as normal. There are a few drawbacks while using Ubuntu.
1) The battery life is about half of what it is on windows. About 3 hours.
2) Both in the on board and the nvidia graphics card are turned on by default and I don't believe there to be any open source nvidia drivers available as of yet. (thus the battery issue)Nor do I think there will be.
3) Also, no access to the alienware drivers to turn off the lighting.
These problems don't really bother me and for the price this is an awesome machine.
Hope this helps,