I have developed network drivers that work both on RT Linux (to be more specific, Linux preemptive kernel with RT patch) and Windows CE. My experience was windows CE was more stable in terms of real-time response. Frame timings also showed that windows CE had less jitter.
On RT Linux, we had all sorts of problems. For example, when user moved the mouse; our frames were being delayed. Guess what, certain variants of x-windows disable interrupts. You may also feel that you are safer on console screen only. If you have VGA frame buffers enabled, you are doomed again. We had only one problem with windows CE in terms of jitter again. The problem happened when the USB controller was set to an incorrect mode in the BIOS and windows CE was using lots of time for polling.
To be honest, windows CE had more support. On Linux, you are on your own. You have to read every possible mailing list to understand what problems you may hve.