I have both, mainly got the Ally as an experiment. The Deck is absolutely the way to go. Windows is a dreadful experience in general, but especially so on a handheld. No touchpads means awful mouse control, but Windows means an OS designed around mouse control. Asus’ software feels like a big hack (because it is) haphazardly glued on top of a stock Windows desktop. Steam Big Picture works OK but the Steam menus are limited in functionality compared to using them on SteamOS and the Deck. Meanwhile, the Deck is an incredibly polished product and the SteamOS interface is controller-first. You can still go to the desktop and use it as a PC, but you won’t wind up there accidentally like you will on the Ally. The SteamOS gaming mode is built around operating with a controller and everything works well.

As for running Linux on the Ally? It is doable, but the experience is nowhere as good as the Deck. No seamless sleep and resume< issues with button mapping, limited tweaking of power limits, and more. Just get a Deck OLED and be happy.