Why go for Linux?

Open Source and Free
Linux is open source whereas Windows is closed source, i.e. you don’t have to pay a thing to install and use Linux (mostly all variants are free). Windows on the other hand costs you depending on the version you use.

Security
Windows being the most popular and widely used OS, most virus and malwares are designed for Windows so that they have the maximum reach. Although Linux versions aren’t totally virus free, the extend of possible damage (restricted to the rights of the user of the current session) is much lower in Linux based systems due to its modular design.

A quote from a QinetiQ research paper says:
The numbers differ in detail, but all sources agree that computer viruses are overwhelmingly more prevalent on Windows than any other system. There are about 60,000 viruses known for Windows, 40 or so for the Macintosh, about 5 for commercial Unix versions and perhaps 40 for Linux. Most of the Windows viruses are not important, but many hundreds have caused widespread damage. Two or three of the Macintosh viruses were widespread enough to be of importance. None of the Unix or Linux viruses became widespread – most were confined to the laboratory.
Analysis of the Impact of Open Source Software, Dr. Nick Peeling and Dr. Julian Satchell, October 2001. (Full report)

Popularity – Linux vs. Windows
Non – servers (user end systems)
Windows 89.5%, Linux 4.1%, Mac 6.1% & Rest 0.3%
(Servers are those which hosts websites and provide services)
Apache 66.65%, Microsoft 18.68%, Others 14.67%
(Majority of all web servers using Apache are Linux web servers)
(An infected server means loss of services, communication and income)
Based on statistics at:
http://www.w3schools.com/browsers/browsers_os.asp
http://news.netcraft.com/archives/2009/03/15/march_2009_web_server_survey.html

Stability
Linux based systems are more stable than the Windows variants, as an event of crash or hang is much lower in Linux. With Windows it is often needed to restart (usually after a software installation or security updates), but seldom does such a need arise in Linux.

More reading:
http://www.openworld.co.ke/opensource/why-open-source-software.html
http://www.theregister.co.uk/2003/10/06/linux_vs_windows_viruses/