I am a HUGE fan of Linux and not such a fan of Windows.
Here's why.
1. LAMP FTW (in other words, Linux/Apache/MySQL/PHP for the win).  The reason why I say that is because a wide variety of applications are PHP/MySQL powered (think WordPress, many open source applications, and a whole lot more) and Linux just feels like a more stable server environment than Windows. I used to work at a Windows hosting facility and I also worked at a Linux hosting facility. At the Windows hosting facility, we'd do monthly "patching the Windows servers" updates and would HAVE to reboot the computers. Sometimes they wouldn't come up and our enterprise customers would be really out of luck. When it comes to patching Linux, it's only when you need to patch the kernel that you require a reboot, and that happens very rarely. My Linux server uptime is over 100 days (and I've seen more than a year).
2. Windows stability sucks. I've explained that a bit in the previous paragraph, but it deserves its own mention. Think about how often you reboot your computer. You may not want to sometimes, but you have to. Think about if you're running webapps on it! Linux stuff is great because most of it is running in the background and it's just more fun for administration, gaining skills, and more.
3. IIS and .htaccess = nonexistent without ISAPI filter. In other words, out of the box, your site is harder to SEO.
4. ASP is not as predominant as PHP. ASP = Windows, PHP = Windows and Apache/Linux, but better with Linux.
5. Look at the Netcraft April 2008 statistics and make up your mind. The second graph is the pertinent one. Apache is still more popular than Windows (but I'll admit, Windows is closing in on Apache... very shocking to me and I'd give everyone who chooses Windows hosting the same lecture I just gave here) 
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