The first difference (and probably most important) is the support for the various programming languages. In Linux you have a vast choice, ranging from basic CGI / script support to high level programming languages like Perl, Php, Ruby etc. This is a major plus for the programmers and technical users. In Windows you get the Microsoft powered languages like .Net, Asp etc.

The second difference is how you access the host. While both offer ftp access , Linux has more advanced features for you like ssh, telnet, VNC and many others. As you can see it’s focused more toward to more technical users. With Linux you get more power but less user friendly interfaces.

It’s known that linux hosting is much secure than windows , and even when exploits are found they are fixed generally in less than 24 hours. Also, it’s true that Linux servers tend to manage better the hardware on which it runs. So if security and performance is important to you Linux is the way to go.