There has been much talk recently about the most recent Microsoft-funded anti-Linux study. Most recently, an analysis of the study shows critical flaws in the methodology used. Basically they installed over 150 superfluous packages which inflated the number of "security problems." Most interesting to me however is the clear lack of understanding of proper administration by those who ran the study.
Whenever you are selecting a project to be completed, the proper way is to evaluate your needs and use the best supported software to fill those needs. They did not reveal the actual software, but in the situations I have encountered, running free software equivalents on Linux instead of proprietary software ported from Windows is going to give you a much smoother and easier to administrate operation. If you are in a situation where you need to run a proprietary package that is developed on and runs best on Windows, it is obviously going to be to your benefit to use Windows for that application. Of course, the same applies to open source applications developed on and running best on Linux.
You should only be installing software that is relevant to your server on your server. This is applicable to both Windows and Linux. If I were to install 150+ random applications on my Windows server, it would no doubt have more security problems than it would if I just installed the server with the applications needed to get the job done.
A Linux distribution needs to be selected that does the job best. Unlike Windows, where there is only one distribution, on Linux you need to use a distribution that fits your needs well and supports the applications you desire. In most situations, I find Debian to be the best distribution for such server applications. It installs only what is needed by default, supports the majority of free software server applications, and has a very long running life before needing to upgrade, a major plus in an enterprise.
If you require commercial or proprietary application support, then it may be time to look at RedHat or SuSE; but if you have the funding to purchase this support and/or the need to support these proprietary applications, you also need to be looking at Solaris, Windows, and OS X as well.
Unfortunately we can probably expect these biased studies to continue. In reality such studies will almost never offer any real value to either side. Which platform to use is going to depend on your situation, budget, and requirements. Often the best solution is to use multiple platforms working together to fill your needs. Fortunately even Microsoft is recognizing this reality.