BSD controls the OS while Linux is just a kernel. BSD is less popular than Linux, but which one is better in terms of security?
A secure OS is an OS that is maintained by a sysadmin who knows his job. This trumps everything else. So, basically, when the sysadmin knows all the internal details of BSD, and not of Linux, then BSD will be more secure than Linux. However, if the converse holds (sysadmin knows Linux better than BSD), then Linux wins.
In the quasi-mythical case where a given sysadmin would be equally good at BSD and Linux administration, then it might be construed that some specific characteristics of the two OS might tilt the overall security balance one way or another. For instance, one may say that the more confidential nature of the BSD systems implies a relative scarcity of published exploit, giving the sysadmin a small advantage over the hordes of not-very-competent attackers that know how to download exploits but do not know enough to adapt them to other systems. Since the situation of equal sysadmin competence in both systems cannot be achieved in practice, one may say that this kind of comparison is purely theoretical with no actual relevance.
Now of course I encourage you to try out both systems -- on your own test machines, of course. Trying out systems is a great way to build up sysadmin competence. But don't believe propaganda that claims that one system is more secure than others. What really matters is that some sysadmins are more competent than others.