Oh, I consider myself more a Windows user than a *nix one[1]. I also think (IMO, ICBW) that Mac has perhaps become just too much of a populist platform to remain unobserved by Malware writers, and the old adage of there being "No viruses for the Mac" is even less true than when originally erroneously stated.
The original Internet Worm was essentially Unix-based (we can quibble over that detail at another time, if anyone wishes), long before CodeRed or Melissa or them other new-fangled[2] efforts and I've already mentioned that obscurity is not a valid replacement for security. Immunity is something different, and a targetted attack on a system is going to be more successful, regardless of what is on the receiving end. But how many malwareheads are going to choose Linux as their target
-du-jour when not consciously attacking resources that they
know to be mostly/entirely Linux? Heck, I think I'd even consider an attack against a lone Windows machine within an organisation in order to use that as a stepping stone to either reconnoitre or launch my Linux-specific attack from, where every other workstation is so inclined.
Attack the likes of Amazon, and yes you could make the choice to primarily go for non-Windows exploits (if I'm remembering their shop-policy correctly). Fish (or phish) the general population and you'd usually make your choice of using Windows-breaking attacks. Perhaps Macs if you happen to have a handy exploit for that platform at hand. (Naturally, if I were breaking into an alien mothership's systems, I'd be using a Mac platform to
make the attack with.
) If I had a zero-day exploit for the Linux kernel at hand (and the will to maliciously use it), I'd not expect it to give me much in the way of a positive response for 99% of all attacks I'd initiate (or more, or less, depending on how much I had to wrap it in social-engineering guff to get it carried out, but the upper rate of success would be well within an order of magnitude of that provisional 1%), and even if I expected to get general fruition from the attempt I'd probably be detected in my task far earlier and locked back out (or tracked back towards) so much earlier.
And Windows is getting better[3] at being intrinsically non-hackable (and I actually hate how dumbed down the default configuration of the newer versions are for everyday use, to be honest, but I'll still use it through sheer inertia), although I'd never go without 3rd-party protection. I forget what
is available for Macs, but I know there's plenty of them out there (at least prior to OSX, and I assume they'd have been updated/converted) as there is for Linux. Free as well as paid-for.
The end-user (aided and abetted by more 'accessible' interfaces) is probably a bigger proportion of the security threat under certain brandings of Linux than the rest, given the philosophy that trusts the user proportionately more (i.e. that they are only being 'root' when necessary[4]) being subverted by the distros that leave the keys in a bowl in the hallway to make it easier. But I don't like those distros because (in a not strictly related manner, although both due to trying to make them more user-friendly) I don't like their default interfaces either.
The best exceptions I can quote are Puppy (default root access, the last version I used, thus potentially vulnerable if it weren't for other factors) which has the nice combination of spartan and functional interface that I like, and which I use in a non-persistent fashion, and Backtrack (again, possibly easy root access, although 'hardened' in other ways) that while I may rue the 'script-kiddie' nature of its running does at least what it is supposed to do. But I wouldn't suggest either of these as full-on workstation installs. And I'm more a Fedora person (though not updated for a couple of major versions, at least) than a *buntu one.
But, as I said, most of the time I'm Windows-based. Despite myself, perhaps, but also because of convenience.
[1] And back in the day I used to do mean shell-scripts, that still rival what even the extended DOS batch files are intrinsically capable of, even though you can now get them to jump through various hoops previously not really possible without 3rd-party commands
[2] Showing my age, here... And I know there's been a lot of water under that bridge since these...
[3] From a pretty bad starting point, it has to be said.
[4] Although I've railed against UAC in Windows, in the past. This is one big catflap of a loophole in the barrier intended to block the originally wide-open door from the time when Windows didn't so much
trust the end-user, but never considered the question to even be relevant.