What is the best way to run linux for academic research while maintaining WinXP on my laptop?

I am still new to linux/unix and I have been working with some fairly obscure academic research programs by SSHing to linux (Redhat and Solaris) servers through my laptop. I have had the administrators of the servers erase all my data once, and I want to have more control over my destiny. I have looked at using Live CDs/USBs, CoLinux, virtualizers, Cygwin, and dual-booting — but I don’t know which would be fast enough to run data/calculation intensive academic programs and also not make me destroy/re-install my current WinXP installation to do it.

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