About the same depending on the specifications of the machine. Both have some issues. This is a question that can easily start an OS war because folks can be very emotional about their OS.
Generally I've had far fewer issues on the Mac side but they have been more OS related than AE related. To be fair I have not worked on a machine with the latest version of the Windows OS installed so I cannot speak to system stability, ease of working on a network, or driver compatibility on Windows 7. I can say that in my shop on the Mac side there have been no OS issues in more than 5 years, no need to reinstall the OS, and only 1 minor issue with an OS upgrade that was fixed in about a half hour by checking the Apple user discussion boards. I can't say that for any Windows machine that I have ever worked with.
I routinely work on a first generation 24" intel iMac that I purchased when it was introduced in 2006. The machine was upgraded to Show Leopard when it was introduced, the hard drive was upgraded to 1.5TB late in 2009 by cloning the original drive not by re-installing the OS. The case has been opened up about every 18 months to remove dust and make sure that everything is clean. The machine is still working just fine today. Adding to my satisfaction with this machine, I treated it like a laptop carrying it around from client to client or from coffee shop to coffee shop in an iLugger case nearly every work day for almost 4 years. Even with all that abuse the display is still nearly perfect (about 2 dead pixels) and the machine runs as well as it did on day one.
All of the shops that I do work for use Macs for all their editing and graphics work. There are only 2 shops that I know of in my area that use Windows machines as their primary platforms. I know that there are many windows users on the forum and that there are many shops that run Windows. Some of them will surely voice their opinion on the reliability and efficiency of their machines.
If I were starting out fresh and had no history with either system reliability would be my first consideration. A couple of wasted days every couple of months fixing OS problems are much more expensive than a few extra minutes of render time on each project because a machine isn't quite as fast. No matter what platform you choose you're going to find folks that are having problems with configuration, the OS, drivers and the compatibility because nothing's perfect.
There is no answer to this question, only anecdotal experiences. The only computer I've had the pleasure to use professionally since AE was CoSA is Macintosh. I cannot imagine being forced to use the PCs in my office to do creative work. That would be a new kid of torture.
The bigger question is which OS or hardware platform do you prefer? Or do you have plans for making money in the motion graphics and effects business? In that case, what platform will your clients expect you to support?
Where I work, they use PCs. The only major problems I've encountered were with RAID drives failing, nothing to do with the OS. Windows 7 64-bit seems to work rather well.
I, personally, prefer the Mac operating system and their computers are great, but I can't fault my HP Workstation at all. It's been fantastic.
I truly believe it works equally well on both and possibly better now that I've got 16 Gigs on my Mac to compare to.
I've used CS5 on Mac SnowL & Lion and 2 different Windows 7 boxes and 2 different Macs. Agree with above the OS of Lion is far superior with hand gestures ect. I've recently upgraded both platforms to CS5.5 both have rock solid stabiltiy and rarely ever crash. On the Win 7 boxes there have been two unexplained issues with CS5 Photoshop not openining after about a year of use and Aftereffects unexpectedly unable to encode .WMV's, however, upgrading to CS5.5 fixed it and is purring nicely.
On the Mac side I'm seeing more and more speed issues and specifically the handling of RAM (just a slight bummer), it actually appears the more RAM many of us are putting in the worse AE operates/renders. All of the blogs from experts and Adobe folks offer the same standard handful of answers and suggestions, many even conflict.
My opinion is that anyone who could make a piece of hardware (Blackmagic/AJA) that could provide 'real-time' AE results would literally sell a million units. For now you can work on your execution, pre-render options, exporting from other programs (anything that takes the load off AE) and then buy the fastest processors and/or video cards you can afford.