I think Linux is more secure...but for two reasons that have nothing to do with the software.
One of the reasons that Windows is 'attacked' more than linux is simply the number of people using it (~90% MS to 10% other).
I write software for a living so I target the most popular OS. When Linux becomes popular AND I find someone willing to pay me, I will write for it.
Second is that Linux users are usually more knowledgeable about computers and so better at securing them.
When Linux becomes popular the script kiddies will start targeting it.......why waste hours 'cut and pasting' a worm that will only affect a few PCs?
The professional hackers don't care about the OS (ie what OS was running when hackers stole those millions of credit card details?)