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The reliability and stability of different platforms have been topic of many long arguments. The main reason that Windows is seen as being insecure is that it is most widely used operating system for home PC's. People spend more time looking for flaws in most common system. With Linux being most common server type, it has a surprising number of successful hack attempts made on it. In end security of both platforms comes down to competency of system administrators. If you are security minded then you'll do better to make sure that hosting company is reputable and highly skilled than to worry about server they use.
In terms of performance there's not a huge difference between two servers. Linux reportedly performs faster because Windows (as usual) attempts to offer an 'all in one' package instead of extendable Linux implementation. You'll generally not notice a difference but if performance is of utmost importance to you then maybe this will influence your decision.
I've come to conclusion that unless you are specifically using features that are unique to one platform or another your time will be much better spent looking for a really good quality host than a really good quality server. Developers are constantly improving both Linux and Windows so they should be fairly close in terms of features, security, and reliability for a long time. It's people implementing them that you should be basing your decision on.
Daniel Punch M6.Net Web Helpers http://www.m6.net
Daniel Punch is a writer working at M6.Net: 'The web-hosting company for humans.' M6.Net is working hard to help humanity experience the power and freedom to develop their own part of the Internet, to share their information and connect with anyone, anywhere, anytime.