Linux is capable of being very small and thin, whereas Windows is not.
Windows is much more user-friendly (Linux/*IX has always been the domain of "mad scientists")
OpenSource has it's own pros and cons. In terms of support and fixes, etc I think it's easier to get them from THE source, not multiple sources, and Windows is definitely easier to keep updated for the average user.
Stability: IMO it's a wash these days. I worked in a data center with hundreds of WinTel servers and Solaris boxes along with DEC OpenVMS and Alpha servers. They all had their share of problems and I would say that of them all, the most troublesome was probably VMS servers.
Speed: Probably goes to Linux due to reduced size.
Security: I don't think Linux/*IX is any more safe than Windows, however due to the market share issue, Windows gets all the bad PR.