Well with out turning this into a heated discussion. I will say each OS has their advantages. If you have $1200+ to buy Windows software for your server. By all means go ahead and do so. If you want to have your server do the same job for free. Then Linux is right for you. In the end both Windows and Linux perform the same job. One will empty your pocket book, the other will save you $$$$$. Both Windows and Linux can be stable and secure. It just depends on who sets up the server.
Both Linux and Windows has the security holes and have great performace. Like mentioned by Soulwatcher, it can also depend on the money. Over all it is really what you like to work with.
Of course now days you can get Windows 2003 Web server for $15 a month, which kind of removes the $$$$ aspect of windows, it just get down to which your more comfortable with.