Since by default everything runs as the logged in user rather than root as in Windows, it's just safer
That's not required, but it's something Microsoft hasn't gone out of their way to fix. I believe Vista is attempting to make headway here, but people have mostly complained about how annoying it is--the same way it's annoying to use keys to unlock your house and start your car and pin to access your bank account. Can't please everyone, I guess. ;-)
Windows can be quite stable for real-time application use, including audio and video, but you're not going to get that kind of stability with off the shelf parts. You'd have to buy your system from a hardware/sofware ISV that specializes in those configurations.
I made the switch, too, although Yamaha (my primary keyboard/workstation is a Motif ES8) is a little slow in updating their Mac software. I like the Yamaha keys (which was the deciding factor at the time), but the Motif is a {bleep} to use. Wish I'd bought a Korg. It's moot right now, though. My music room is doubling as storage, so I can't actually get to any of it. :-P (And there's a piano and a couple guitars in the living room, so I'm good to go if I want to embarrass myself in front of my friends.)
