I think your asking the age old question: "Which is better, Linux or Windows?" I don't think that either one is better than the other. They both have their strong and weak points.
Linux:
Linux is great if you want to get your hands dirty and see how something works. You can modify programs to your liking if you have the patients to learn. It's frustrating sometimes, and then again it's very rewarding when you figure something out. As for security, it still needs to be patched just like Windows. You don't have to worry about viruses yet (that may change) but you still have to worry about security.
Windows:
Windows (XP in particular) is stable and easy to use for the first timer. 90% of the people already know how to use windows (be it through work or school). You don't have the freedom of looking at the workings of Windows as you do with Linux. It's easier to load programs (you don't need to worry about dependencies) and usually things work the first time (not always, but usually).
If you want to try Linux, I would suggest trying Mandrake 9.1. Check out their site at
Mandrake. You can download the ISO files (all three) from
Linux ISO. This is probably one of the easier distributions to load and use.
My two cents.