This question still valid even at this year .  
By following this quide, you can decide which hosting you should choose. 

What are the software running in the server/hosting

Linux and windows both have their pros and cons, but the application that can run in Linux might different with Windows. It must be a reason why you looking for hosting.It could be because you want to host your application at the server or you used hosting as your storage etc. Most of the time people looking for hosting server is to host the web application either written in PHP, Java, Asp.Net  etc. From my experience, I can conclude most of the software(related to web application) can be run in Linux also can run in Windows. BUT not all Windos software can be run in Linux. Example to host web application like PHP required apache server, MySQL, some PHP library. All this software can run in Windows also. BUT if your web application is written in ASP.NET you can only run that in Windows. 
 
So if you choose Windows hosting, you dont need to worry about future what are the software you host in your server. Some developer might disagree with me about this because they may say that PHP in windows not compatible enough.I need to agree to disagree with this statement because PHP, MySQL,XDebug,Composer, etc all this software available to download and use in Windows. Why the production still keep release latest version in Windows? The only reason is because it is running just fine in windows. The only problem if occur is because Linux users not familiar to use those software in Windows Environment. By the way, it just a theory. I never run php web application in windows yet for production.😎

Pricing

Comparing Windows hosting vs Linux hosting in terms of price. Linux server much cheaper than Windows. Many of the Linux Server running the same hardware like Windows server with low fee monthly/yearly for the pricing. Some distro is free like Ubuntu, CentOS but paid distro also available like RedHat.

*The price for hosting Windows vs Linux with Microsoft Azure.(This is just estimation only)
Windows = 8GB RAM, 50GB Storage = 1 Years = $125.08
Linux = 8GB RAM, 50GB Storage = 1 Years = 57.92  

Security

You are responsible for the security of your own website and you may need to hire someone a bit of premium to administre your Linux server compare to Windows. This is because Linux server configuration is based on console/terminal compare to Windows is more to UI based which is easy to configure. The Linux guy must be someone who really familiar and know with what he’s doing, not just copy and paste command from Internet to configure the Linux Server. 
Security really depends on the server setup and the administrators who manage the server. Having a secure password(Random 25 char and number and symbol) and applying all necessary patches are the key to secure the hosting.