If you think that good security is to have to run antivirus, firewall, anti-spyware and other ****, yes windows is very secure. I never had any problems with virus, spyware, rootkits, etc in linux.
zmatt I've installed the latest ubuntu release and I haven't to run any command on the terminal to configure my system. My wireless and graphics cards, webcam, printer, they all work out of the box. Didn't had to install one single driver.
And like oldskool said, in windows you still have updates, service packs and all that crap. So in your line of thought there isn't a windows that isn't in beta stage. Everytime a flaw is detected in linux a correction is released as soon as possible, sometimes in the same day. In windows you'll have that correction on the first tuesday of the month, if the flaw is discovered on the first on the first wednesday you'll have to wait a month to get the correction, that's good security right? It's nice to pay for a OS that doesn't give a crap to security.
I agree that sometimes you have to use the command line to get somethings done. But things are improving. For example, in ubuntu 7.04 you had to use the command line to configure your 3G network, since ubuntu 8.04, released an year ago, you can do it in the GUI and if your card was automatically detected you don't even have to install one single driver. Just like windows right? You have to install the driver and a third party application to get your 3G network running. Yes, some hardware doesn't work very well, but don't blame linux, blame the hardware vendors instead because they don't release the drivers.
About windows applications, you can run a lot of them with wine, crossworks or cedega and you can find a linux equivalent for almost every windows application. If you're talking about games, yes you can't run them as good as in windows, if you can run them at all. But there are some games for linux like quake and it runs as good as in windows.
Well, you should use what serves you best. Since I don't game, and I don't use any specific application for windows and don't see the need to pay for a OS if I can use a free one that fits my needs and it's more secure.