FWIW, everything works under Linux on this Macbook Pro, so I'm a little dubious that it's not a differentiating factor.
I will give you that the Vaio Z looks like a nice machine, but it costs double what the Air does. I think I'd probably rather have the Air and a desktop at home rather than one laptop and that Dock thing, but each to their own.
I really think that the Z is more comparable to a MacBook Pro that just happens to be lighter than the Air. Living with a 13" screen, particularly one with such a high resolution, is really not an issue at all (especially since external monitors are so cheap now). The overhead of keeping two computers synced would not be worth it, I think.
As for Linux, I suspect it depends a lot on the exact hardware and distro in question. I had issues with OpenSUSE; it worked immediately with Fedora (only after spending a while playing with SUSE :().
As for the MacBook Pro, I have a friend who has been relegated to living almost exclusively in a Linux VM on Mac OS because running it natively caused it to overheat. The only way I see of being sure of not having any Linux issues would have been to buy a computer with Linux installed, but I didn't see any interesting ones in this particular market.
Do you happen to know exactly which MBP your friend has? I'm just a little surprised since mine (13" MBP 7,1) has never actually overheated no matter what I throw at it (gaming, heavy compiles etc) - the worst I've had is that the fan gets louder and the case warms to touch. When running normally it's cool and the fan's practically silent, as you'd expect.
Agree on Linux preinstalled; that's pretty rare full stop. Dell had a few at one point but IIRC it was not across their whole range.
Did you get trackpad, wireless, sound and suspend-and-resume to work under Linux? I've tried a couple of times with mbp5,5 but couldn't get everything to run smoothly, and in the end the constant annoyance of unable to scroll or battery running dry in two hours flat wasn't worth it.
Linux will never work properly on a laptop or any interesting consumer hardware. VM is always the way to go. The stable drivers on uniform virtual hardware solve the problem in a way real hardware driver will never be able to do.
Please stop the FUD. My experience has been that Linux support for most laptops by Lenovo, Dell, HP etc is pretty good. There are couple specific technologies that dont work well with Linux - Nvidia Optimus, any graphics hardware from Imagination Technologies (hardware is good but their driver story is unbelievably convoluted). If you buy a thinkpad and hold it for five years your chances of it being able to competently run the latest and greatest version of linux are far greater than your chances of doing the same with a with osx or windows.
I will give you that the Vaio Z looks like a nice machine, but it costs double what the Air does. I think I'd probably rather have the Air and a desktop at home rather than one laptop and that Dock thing, but each to their own.