Best and most secure is highly debateable and depends on your specific threat model.

Bitlocker is industry standard in IT for Windows machines and has support in Linux through dislocker. Its built right into Windows making it the easiest to use there.

Another option is VeraCrypt, which can do disk/partition level encryption on both platforms and can also do encrypted containers within the filesystem.

Bitlocker is perfectly fine. Veracrypt and LUKS are good alternative. Sounds like you're looking for a personal use case, but in case there others out there looking for an enterprise solution, avoid Winmagic. It's a pain to manage at scale and breaks all the time.