I design the shipboard software for the Canadain military's frigates; all of our work is done on Linux, since we need to bundle the OS in with our own software, and it would be too expensive to purchase Windows licenses for each machine that needs to run our software. That being said, Linux runs Java applications just as well as Windows does, and if you know the system, then you have greater control over debugging, since you can see how the OS is responding to individual commands.
Thsat being said, if you are looking for an OS for your desktop at home, and want a black box of an OS that does everything you need, easily, Windows is the way to go. Windows 7 is MORE secure than linux, and more reliable. It has most of the features of Linux, and MANY features that aren't in Linux. No OS is perfect, but Windows simply has greater application compatability and makes better use of drivers than Linux does.
I use Red Hat Enterprise Linux 5.3 if that matters to anyone.