I've got a T420 (see sig below) and run Ubuntu 11.10 on it presently. The battery lifetime you mention for the 9 cell under linux isn't too much more than I get with the 6 cell under linux (4.5-5.0 or so). I'll go out on a limb and assume that you're using the nVidia card all the time in linux and maybe that is where a good bit of battery life is going. There is a project for Optimus support under linux, I've not used it myself, but it's called Bumblebee. You might want to check into that. This link might help:
http://www.ivegotavirus.com/blog/2012/01/23/installing-bumblebee-3-0-tumbleweed-on-ubuntu/. That's for Ubuntu - not sure what distro you are using... There was also a second project for optimus support, believe that one was named Ironhide...
Regarding wireless - no, I haven't experienced that a windows wireless connection is faster than linux. I'm using the Intel Ultimate-N 6300 model wireless card and a Netgear WNDR3700- which card is in your T420?