It's a dirty secret that as a lawyer who specialises in (and loves) free and open source software, one of my favourite pieces of software is Reason (and its snappily-named stablemate "Record") from Propellerheads in Sweden.
It's professional music making software (which is not to say that I can make professional music with it) and runs on Windows and Mac. It is also about as un-free as any software can get: although it does have some capability for interfacing with other programmes through the ReWire API.
It has a dongle validation system (which is as un-annoying as dongle systems can be: if you forget the dongle, you can either activate your session over the internet, or you can operate in demo mode, which cunningly is fully functional apart from the fact that it can't open files (as opposed to demo modes which normally stop you from saving things).
It's frequently criticised for not having an open API to allow third party instruments and effects to be added (there clearly is some sort of API - they seem to have a deal with Line 6 which allows Line 6 effects, in the guise of amp and cabinet models - to be added).
However, they justify this with an Apple-like philosophy, in that third party plug ins might not be sufficiently rapid and stable, and might therefore detract from the whole experience. Certainly Reason is very stable and rapid, and immensely powerful.
So it's great news that Linux is catching up. In particular, a flavour of Ubuntu called Ubuntu Studio has been developed which is optimised for music (and multimedia) creation: http://ubuntustudio.org/ . I haven't had much of an opportunity to play with it yet, but it's great to see that this fairly specialist area is being addressed.