Windows obviously. Some games do not work on Linux, and often you have to download a seperate patch just to get them to work. However...security wise, windows is rubbish. Linux is much better. But if you know what you are doing, and install a lot of anti-virus/spyware software, windows can be equally as safe.

Windows = for games as all games are designed to run on it...

Linux = security as many people don't bother with programming things to hijack linux Os's