Linux is always faster, cleaner, and more secure then Windows and does not crash like Windows does.
WOW - did you pull that line from a 2001 website?
Server 2003 R2 setup by someone that knows what they're doing is very secure and does not have issues with crashing. My Internet site has not "crashed" in well over year now and I have inside Web Servers that have never crashed yet.
Server 2008 is also very secure and stable from reports of some users.
Don't be put off by those statements as you can run your site just fine on a Windows platform. I run one on the Internet just fine on Windows and quite a few on internal network.
All of them have fully automated Web and MySQL backups via scripting each day.
Yes Linux is cheaper to run and has many more free applets to run than Windows and some of the chosen CAPTCHA software is not as secure and takes a bit more work on Windows. But the Windows platform is continually growing in regards to Web applets and tools. If Microsoft offered better, cheaper deals to hosting companies then it would probably grow even faster.