TheRegister offers an in depth look at the differences between Linux and Windows in terms of security. They take special interest in the myths about linux security.
A lot more in here
So why have there been so many credible-sounding claims to the contrary, that Linux is actually less secure than Windows? There are glaring logical holes in the reasoning behind the conclusion that Linux is less secure. It takes only a little scrutiny to debunk the myths and logical errors behind the following oft-repeated axioms:
Windows only suffers so many attacks because there are more Windows installations than Linux, therefore Linux would be just as vulnerable if it had as many installations
Open source is inherently less secure because malicious hackers can find flaws more easily
There are more security alerts for Linux than for Windows, therefore Linux is less secure than Windows
There is a longer time between the discovery of a flaw and a patch for the flaw with Linux than with Windows
The error behind axioms 3 and 4 is that they ignore the most important metrics for measuring the relative security of one operating system vs. another. As you will see in our section on Realistic Security and Severity Metrics, measuring security by a single metric (such as how long it takes between the discovery of a flaw and a patch release) produces meaningless results.
Finally, we also include a brief overview of relevant conceptual differences between Windows and Linux, to offer an insight into why Windows tends to be more vulnerable to attacks at both server and desktop, and why Linux is inherently more secure.