I rarley do this, but:
Linux (and Mac OS X, and UNIX) are:
1. less prone to user caused,
2. malicious code caused,
3. and random, unavoidable problems
than Windows. Points one and three are due to archtecture HOWEVER, in the case of 1 this is slowly changing, and shouldn't be a valid argument point. Regarding number 3, difference in architecture is the reason here HOWEVER many Linux distros negate this point for whatever reason. Both 1 and 3 are different per-distro. Keep in mind Linux is NOT an operating system. It is a kernel, around which operating systems are built (distros). This is why Linux is often called GNU/Linux, because GNU software with the Linux kernel makes a complete operating system.
2 has a lot to do with market share, but Microsoft's behavior and code quality influence this as well, and should not be back-seated because of the market share issue.
So far, I have seen few valid studies that claim anything one way or the other. Every instance turnes about to be marketing tactics, or fudged reports. There was one case where two people put Windows vs Linux. They said Windows is more secure. The problem is the Windows guy was a pro, and properly secured his machine. The Linux guy wasn't. Clearly, the test has no real merit.
Regardless, use what you want to use. If you feel most comfortable with Windows, and can put up with the problems, use it. If you want to use Linux but can't get a handle on things, there is no point in using it.