Obviously I use both as well (GT/Plugins/etc...)

When it comes to the OS I have to say that I have had much less problems on my server with the MS than with Linux. But my opinion is based on personal experiences that cost me a lot of time and money.

When it comes to programs, well I use both. The only thing that I have to be aware of is if the open source program can assist is the exposure of an issue within closed source areas.

For the most part I have found that open source programs ran on closed source OS become more secure. Yes they are harder to set up but they are also harder to mess with after the fact.