A newer Windows is a safer Windows, as Microsoft proved with its internal security findings comparing its three most recent versions of its OS family.
Windows XP SP2 suffered a quarterly infection rate of 19.3 computers per thousand. SP3 improved things to 15.9 per thousand.
Windows Vista improved upon those numbers significantly. Windows Vista SP1 had 9.8 infections per thousand, while SP2 hit 7.5. The 64-bit versions of the OS did even better at 6.6 and 5.3, respectively.
Windows 7 was the best of all with the 32-bit version having only a 3.8 infection rate, and the 64-bit improving to 2.5 per thousand.