I've run Linux for years and not had any real issues with it. I think it benefits from being a less attractive target than Windows, but there have been some security issues found with it. Any operating system is so complex that it cannot be 100% secure. At least any issues are generally dealt with very quickly.
I'll say I've never used any anti-virus software on Linux. It's just less necessary than on Windows.
@steevc You'll love my post later too ... 'STOP USING WINDOWS TODAY! Try Some Hacking With Kali Linux Instead.' :)
I generally use Ubuntu. I need to find time to try others