In searching early this morning, I ran across the link below which highlights numerous security advantages that Vista has over XP.  In fact the improved security has caused some incompatibility issues with some applications written for Windows 2000 or XP.   Still, if you have a new or relatively new system that's capable of running Vista and your applications are compatible, you will benefit from the improved security which is part of TWC. 

MSDN - Technical document highlights Vista's security advantages
http://msdn.microsoft.com/en-us/library/bb188739.aspx