This is long article but worth of reading: OmniNerd – Articles: 2006 Operating System Vulnerability Summary.
If you haven’t time to read complete article, read:
While there are an enormous variety of operating systems to choose from, only four “core” lineages exist in the mainstream – Windows, OS X, Linux and UNIX. Each system carries its own baggage of vulnerabilities ranging from local exploits and user introduced weaknesses to remotely available attack vectors.
As far as “straight-out-of-box” conditions go, both Microsoft’s Windows and Apple’s OS X are ripe with remotely accessible vulnerabilities. Even before enabling the servers, Windows based machines contain numerous exploitable holes allowing attackers to not only access the system but also execute arbitrary code. Both OS X and Windows were susceptible to additional vulnerabilities after enabling the built-in services. Once patched, however, both companies support a product that is secure, at least from the outside. The UNIX and Linux variants present a much more robust exterior to the outside. Even when the pre-configured server binaries are enabled, each system generally maintained its integrity against remote attacks. Compared with the Microsoft and Apple products, however, UNIX and Linux systems tend to have a higher learning curve for acceptance as desktop platforms.
When it comes to business, most systems have the benefit of trained administrators and IT departments to properly patch and configure the operating systems and their corresponding services. Things are different with home computers. The esoteric nature of the UNIX and Linux systems tend to result in home users with an increased understanding of security concerns. An already “hardened” operating system therefore has the benefit of a knowledgeable user base. The more consumer oriented operating systems made by Microsoft and Apple are each hardened in their own right. As soon as users begin to arbitrarily enable remote services or fiddle with the default configurations, the systems quickly become open to intrusion. Without a diligence for applying the appropriate patches or enabling automatic updates, owners of Windows and OS X systems are the most susceptible to quick and thorough remote violations by hackers.