What is the advantage of circular genomes for bacteria and linear genomes for other organisms?
You can package linear genomes much more efficiently than circular genomes, and bacteria simply don't require the information density to be prosperous.

To be a bit more specific, it's the torque strain put on the double-helix while it's being wound that makes the difference. Linear genomes can be wound around Histones, and these Histones can be further formed into more complex and dense patterns so that the DNA of a linear genome is condensed to a mere fraction of the size it was before. The high density allows cell division to occur much, much easier than it would otherwise happen in Eukaryotic cells.

Circular genomes cannot get rid of the torque stresses like linear genomes can. To attempt a similar packaging scheme as Eukaryotic cells would result in the DNA breaking apart at some point before you reached a high level of information density.

I'll look through my BioChem books again to find a reference later on, but hopefully you should have a solid idea of "why" from the above. For now you can do a little thought experiment: Think of all the ways you can wind a single piece of string or thread around things to make it as dense as possible. Then think of all the ways you can try to achieve the same density with a rubber band without breaking it. The string should win out in both the ease at which you can manipulate it, and the level of density you can achieve.