I use SuSE 9.3 Linux and WinXP Pro on my home desktop, and both have their problems. Both are as secure as my knowledge allows, and I don't spend as much time getting to know either one as I should. The lions share of my experience with variants of UNIX is on the server level, which is where my earlier statement comes from. On the server level, it's hard to beat Solaris on Sparc. My system of choice when deploying database however is AIX on pSeries (formerly known as RS/6000). Very solid.
Yeah, both systems do have their problems no question there.
You'll always give up something when going from one system to another.