I don't think this is really the right forum for this but I'll have a go anyways: It's somewhat hard to compare Windows Hosting and Linux Hosting because they are used for different technologies. There are many popular websites that use Windows servers, and there are many popular websites that use Linux servers. In most cases technologies used on one server can't easily be used on the other server. For example Windows servers utilize the .net framework, where as Linux servers can use a variety of different technologies such as Apache, python, PHP, Mysql, etc. A Windows server can't easily run Apache, and a Linux server can't easily run the .net framework. These are programs/tools that developers use to create websites. There is an acronym that a lot of web developers follow for web pages, it is L.A.M.P. and it stands for Linux, Apache, Mysql, Php/Python/perl. Successful web pages can be created using either Linux or Windows. So it's really up to personnel preference. One thing to keep in mind is the cost between the two. it's usually cheaper to develop using the LAMP method because most if not all of the technologies you will be using are free.
Choose the operating system based on your needs. If you need things that were originally built for Windows such as ASP, choose Windows. ASP has been ported to Linux but not nearly as well. If the technologies you require run equally well on both operating systems, choose the cheaper solution which will likely be Linux.
You can read an article about the difference between linux and windows web hosting at http://www.marblehost.com/linux-or-windows-web-hosting.php .
Okay. I do have my website on asp. But it seems hosting on Windows is little expensive than on Linux. So, is it still okay to go with Linux???
Linux is more secure and less likely to be hacked. Windows hosting is typically more expensive as Linux is free & Windows requires a license. My understanding is that ASP can run on Linux by using additional free (Apache::ASP) or commercial software. It's less complicated to run ASP on Windows.