Yes, Linux, what a brilliant suggestion.
First off, I had to install kernel sources and compile nv drivers to get the graphics card running.
Eh? The NV driver is open source and comes preinstalled with Ubuntu. If you mean the proprietary NVIDIA, this one can be installed with restricted-manager.
Later I discovered that the audio kept disappearing, so I had to lsof to figure out which process that locked the sound. For some reason, kpdf did that.
kpdf? So I assume you were using Kubuntu? Unfortunately, the KDE implementation from Ubuntu is rather poor. If you insist on KDE, better use a different distro (e.g. OpenSUSE). For Ubuntu, using the Gnome or XFCE flavor is the best choice.
I also had major problems getting the CPU scaling module to work, so I left it as-is, running at full speed.
This is supposed to work out of the box. Are you sure your CPU supports CPU scaling? If yes, check your BIOS settings. Performing a BIOS update might help aswell. If your BIOS is really broken, you may be out of luck.
The next day the updates were installed with a new kernel, so I had to recompile the graphics drivers all over again.
See above. Compiling stuff yourself or installing stuff without using the repositories will likely get you into trouble sooner or later.