I personally prefer Windows over Linux. Windows does have much more functionality and programs. Linux on the other hand doesn't have much programs specifically ported for it. The UI is also fairly easy to use. Security wise, Linux would be much more safer but Windows can just be as safe if proper measures are taken.
Windows is light years ahead of Linux in terms of security.
Windows is KNOWN to have security holes that M$ will not fix, due to the fact it would break backwards compatability if they DID try to fix them.
Windows security is a pathetic JOKE.
There are 3 reasons you see almost all trojans/viruses/etc written for Windows:
1) There ARE a lot more Windows machines around.
2) There are a LOT more vulnerabilities in Windows
3) LINUX users tend to be a LOT more security concious on average than Windows users
Hint - there are a LOT more Internet SERVERS that run LINUX than run Windows. There are 2 primary reasons for THAT (1) STABILITY (2) SECURITY