For website hosting, you def should be running a Linux server. Right now the phpVMS site is running using Ubuntu 9.10, and the fivedev server on CentOS 5 (the OS version of RedHat). They're *much* easier to manage than Windows servers, and much less crashy and aggravating (I manage two Windows servers at work for Windows Server 2003 and 2008 and they're such a pain, all of our Linux servers are uptimes upwards of years). If you have specific applications which need Windows, which is why we have two Windows servers, they're running TTS processing, then I guess it's ok. For anything else, Linux all the way. Especially Ubuntu - you can have an entire server ready to go in about 10 minutes, with all the installs being finished just by doing:
apt-get install apache php5-common php5-cgi php5-cli mysql
Then just setup the configs... of course there's more to it than that, but for instance now, this Ubuntu server phpVMS is running on is about 500mb of RAM, with only 150 going to the system... you couldn't do that with Windows, especially with the kind of traffic I get.
And like Tom said - Windows servers aren't cheap. Because they require maintenance, and also licensing costs. But mainly because they require more effort to maintain.
Sick of site5? Come to fivedev