That Linux is "more stable" or "more secure" than Windows is an old myth. It wasn't true in the era of Windows 2000-2003 (IIS5-IIS6), and it certainly isn't true now in the era of Windows 2008 (IIS7).
If anything, there's far more malware and "rooting" abilities for Linux servers, as compared to Windows setups.
Linux has created a cult for itself along the lines of Mac in recent years ("Macs don't get virus, duh" in your best dullard voice impersonation. Think of Moose from Archie comics.)
There's only a few actual truths:
- Windows cumulative licensing costs more.
- Windows needs more resources. (512MB-1GB more RAM.)
- Only Windows can run true ASP, ASP.NET and MSSQL.
- Linux is not "free" to run, there are still many costs with various apps.
- Windows IIS7 FastCGI PHP works as good as or better than Linux PHP, thanks to Zend.
Use what you need. It's that easy.