In terms of trojans, viruses, and using the web, Linux rules the web. There are 300x more viruses for Windows than Linux.
When it comes to holes, Linux still rules due to the fact Linux runs off a kernel and other packages, easily patched. Windows runs as a whole and with that it takes a lot of work from Microsoft to find and patch the error.
True but the nature of linux can make it more secure and less likely to be compromised, The libraries in a WinXP machine are the same wheras some functionality may not be present in a Linux installation as the user does not require it.
The very gounds that any application can be stored anywhere on the filesystem in any folder means that there is no standard location for binarys to be modified wheras Windows systems are all the same inside. This makes viri easier to create, but yes viri do exist for linux albeit not very many