Why is Mac and Linux are more secure than Windows?

I always hear that Mac and Linux are safer. Why is that? And if I want to use Mac or Linux, do I still need to use Firewall, Anti-Virus and Anti-Spyware?
THANK YOU NOTE:
Thanks, for everyone of you who answered this question!!!

To some extent, Mac and Linux are safer because the bad guys get a greater financial return infecting all those Windoze machines. There is also another issue: permissions.

Mac OS X and later are built on BSD Unix. Linux is a free derivative of Unix which can in some contexts be discussed as one, though to officially be a Unix you have to pass a series of tests which nobody can afford to have their distro take. Both use permissions conservatively: most programs which a user uses write to user space. They are not ALLOWED to write to OS space. Thus I keep my basic Firefox runtime files in /usr/lib/firefox but I keep the cookies and so on in .mozilla and other directories in my home account. When I surf the net normally, Firefox’s “Check for Updates” menu item is grayed out. I have to surf the net (quickly) as root in order to make it work, and I only do that so I can run the check for updates menu item. The old joke goes, “Anyone who surfs the net as root might as well be running Windows.” Your internet files in Windows are generally stored in a temp folder — IN YOUR WINDOWS FOLDER.

As for Firewall, anti-virus and anti-spyware, I scanned my computer last night with ClamAV. It reported 1 infected file. Writing malware has become a big business so practice safe computing.

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