they are only secure as the person who uses them, but perhaps the most secure available today is BSD. It has traditionally been used as a server platform, but it is currently the subsystem for Mac OS X client software. It is quite secure, though any applications (such as apache webserver, ftp, nfs, etc, need to be set up intelligently if they are to be used).
Obviously, Windows is a very nice target for hackers since it is so commonplace. As new systems become more popular, they too will be targeted, but Windows has been particularly bad. Any system where your web browser or email client can be used as a portal to execute other applications on your hard drive is pretty poor in my opinion. And it has happened repeatedly.