What are you looking for in security? Linux has some built in security, but
it can be hardened quite a bit to make it ultra secure. There is a
continuum. More security, less freedom and convenience and vice versa.
Windows starts with low built in security and lots of convenience and then
people need to add security. Linux starts with some added security and you
can lock things down quite securely, but at the cost of loss of freedom and
more work. The good thing is that there are fewer threats to Linux, so it
makes us feel secure, perhaps falsely.

Light weight distros abound. The lightest Ubuntu distro is Lubuntu, but
something like SliTaz is tiny in comparison. The ISO is only 30 MBs and
installed it is only 100 MBs. Tiny core is even smaller at 10 MB for the ISO
and Micro Core is even smaller, but you lose the GUI. At the other extreme
is Sabayon with is over 15 GBs installed. Isn't Linux grand? So much choice!

There are also ways to lock things down by sandboxing and running VMs. You
can do all of your risky activity in the sandbox and allow no activity
outside the sandbox. I do not even run anti-virus in my XP VM because I run
a copy which I can turf any time it is compromised. Then a start an new copy
from the backup.