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.