In my opinion, using the terms Windows and security in the same sentence is a joke, but others may have differing opinions.
If you feel more comfortable administering Windows, and can be convinced that the security it provides will be good enough for your purposes, then that's what
you should choose.
For me, I avoid Windows as much as I possibly can. I don't trust its security or stability, and a unix command line gives me all the control I'll ever need, so I always choose a unix-based solution be it OS X, Linux or Solaris.
[ December 06, 2006: Message edited by: Bear Bibeault ]