You might be using godaddy? I don't know I just picked a big name hosting site. At a basic level everything is pretty much the same. Linux, yes is more secure, but windows is basically the same, until you get to PHP or different coding, also bandwidth etc...
I think those are some main points. Like the guy above me said, unless its something really big or with different language (php, c# etc...) you should be fine either way.