Most exploits are very difficult in linux due to the strict separation of root and user. Inorder to alter or add anything at the system level, an alert will pop up prompting root password. If you have not specifically done something to initiate an install, then don't authorize it.
I like Unbuntu, been using it for about 6 years or more now. I liked the old Gnome II desktop better than the Unity. So I switched over to Xunbuntu (Ubuntu with XFCE4 gui). After getting used to it, the XFCE desktop is no where near as annoying as the Gnome Unity one. I would still prefer to have a root account instead of sudo, but not possible atm under Ubuntu. Would also like a non-gui boot option but can still kill X at anytime if I really need to work without X server being up.