As far as which OS is "buggier", it would all depend on the version you are using. Windows Server 2003 probably has thousands of bugs, but they just have not been discovered yet. Windows 9x has been out long enough that the thousands of bugs have been found (most at least...). The same goes for Linux.

There are two differences between the two. First, Microsoft's OS's have spread much further than Linux, allowing more bugs to be discovered, due to the greater usage. The other primary difference is the Open Source nature of Linux. The way Linux is distributed, i.e. kernel development tools being included (RedHat at least), makes it easier for a fluent user to handle bugs and patching. Windows on the other hand fights to the death to keep the user from fixing bugs without the aid of Microsoft.