I use both

Azureus on my linux machine that's got plenty of RAM which hardly gets used since linux is so much less bloaty than Windows Plus I use it in console mode

I use an old version of utorrent on Windows though (1.5) - anything later than 1.6 I won't trust now as since that release, it's joined forces with the official bittorrent company so who knows what spying features/"data copy restrictions"/bloat and other hindrances it'll ship with in newer versions