also linux is more secure thanks to sudo or su
It's more secure because of its robust mandatory permissions system.
Sudo has made it less secure if anything, especially since Ubuntu uses it instead of a proper root account. If a user is careless and has their password captured, that same password is the root password, stupid. Or if someone CBA to type in su and the root password they'll configure sudo to allow all commands to be run in sudo (through a general lack of insight and education), effectively making that user root again, stupid.
An OS' is no more secure than the user operating it. Out of the box it may be running less compromisable services, and have have sane permissions, put a user infront of it and often it's no better than any other.
As for cookies and other nasties, the main reason for being safer is again the permissions, should something nefarious be downloaded, in order to run you'd have to make the file executable and then run it, those extra steps are often enough to prevent things.
For thos who think they are safe just because they run a *nix operating system are mistaken, you can be safer, use good practises and perhaps never have a problem, but you never know whe nthe next exploit will hit or what it will be.
A major plus for Open source operating systems is their quick turn around on patch fixes etc. they won't wait days, ignoring it then suddenly release a half arsed fix
As said if you dont want to use it, don't, it's not supposed to replace all other OS' it's an alternative, suited to some tasks better than others. It's all about choice
