Operating systems for web servers
There are 2 types of operating systems commonly used for web servers, Windows and Linux/Unix.
When it comes to shared web hosting, the differences between Linux and Unix clones are not anything you should worry about. But there are major differences between Windows and Linux/Unix servers. Not only in available technologies, but also in price, performance and security.
If you use Asp.NET, MS SQL or Access databases you need Windows hosting because those technologies are not available on other platforms. The support for traditional Asp is better on Windows and ColdFusion hosting is most common on Windows servers, even though ColdFusion runs just as nice on Linux.
On the downside, Windows server are more exposed to viruses and hacker attacks. Windows hosting is also more expensive, and Windows servers tend to crash a bit more often. Windows also takes more server resources than Linux, resulting on fewer hosting accounts on each server and higher prices.
With Linux, you get a stable server platform with high security and no threatening viruses. Linux is free, and does not take as much server resources as Windows, so Linux hosting is cheaper.
You get a good selection of scripting languages (most are also supported by Windows servers). The most common database solution for Linux is MySQL, which also is open source and works great. PostGreSQL is on it's way to Windows, but not quite there yet. And with the great selection of free online resources, Linux hosting is the best choice for most self-taught webmasters and businesses too.
Even though ASP is supported on the Linux platform, it is said to be less stable than on Windows servers.
The conclusion is that Linux hosting probably is your best choice if you do not need any technologies which are only supported (or have better support) on Windows servers.