As fun as it may be to jump on the Microsoft bashing bandwagon it does have some good things. For one their systems always integrate with other Microsoft products very nicely and because Microsoft has such wide spread support among most consumers that integration greatly benefits them. For example if you wanted a streaming media system Windows Media Server is apart of Windows 2000 server I do believe. Where as you would have to pay thousands for RealServer for the same capability. Another example is ASP - yes there are alternatives which may or may not be better depending upon the programmer. Yes, there are other ASP solutions but they probably won't behave in the exact manner as they would on a Windows system.
Now with that said yes personally I'd say go PHP, try Darwin streaming server instead of Windows Media Player, and so on. However, you shouldn't simply discontinue Microsoft products because they are made by Microsoft. vik13 is absolutely correct that because Windows isn't open source it's not technically as easy to find new security holes. However, that goes back to the saying security through obfuscation isn't real security.
I'm just about done with my little rant but I want you to keep one other thing in mind. If the companies in charge of these Windows servers simply applied the patches when Microsoft released them then Microsoft probably wouldn't have such a bad reputation. If anything it's to user friendly and as a result small companies often don't hire a true systems administrator to keep it running properly.
I don't hear people running Linux sucks when the zlib vulnerability came out, nor did I hear people shouting drop OpenSSH when the off by one error came out. Every piece of software will have its problems eventually, judge the company based on how they respond to the problem. I've personally reported a security issue to the Microsoft team and they responded very quickly to my message.
Now that my rants done I'll return this thread to it's original topic.
If you don't need any Windows specific features and you're looking for a choice between Windows and Linux choose Linux.
To everyone else, don't be so quick to judge without considering the whole situation. I'm not a big Microsoft fan by any means but I do get sick of seeing people hate Microsoft only because it's the popular thing.. Rant done.