UNIX-based hosting is generally seen as being more stable, it also performs faster and can be more secure since most malicious software is written to cause damage to Windows. However, you will need Windows hosting if you are going to develop in .NET or Visual Basic.
I think if web hosting provider deliver you a good level of the protection you will be fine as on linux as on Windows hosting. I work with hostwinds.com and I'm 100% sure they deliver the best services for me.
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