This is the key question that I'd like to hear the answer to.
People often claim Linux/OS X/et al are more secure but they struggle to explain WHY. What technical mechanism is in place in those systems that is not in place in [current] Windows? A few years ago you could definitely name a few things (i.e. before UAC, and a few other things) but now?
I'm certain something like SELinux or AppArmor makes for a more secure system, but last time I installed a consumer distro (namely Mint and Ubuntu) they weren't shipped as standard and often broke quite a lot of default packages upon their installation.
As an aside: In my experience Windows has become less "malware ridden" since XP. Vista, 7, and 8 often survive much longer without anything bad happening. It does still happen, it just isn't as common as it used to be (e.g. 1/5 consumer PCs now instead of 3/5 or more).