I started to host my own servers about 6 years ago.  It started as a learning exercise and things have just evolved into a full time thing. 

I have both Linux and Windows running for a number of reasons.  Both are patched nightly and I do my best to run both platforms as any enterprise shop would ( with the resources I can afford ).

Having said that my Linux machine was compromised causing me a great deal of pain and frustration. Things are almost back to normal.

Just don't ever forget the Internet is the wild wild west.