I'm moving this over to the Windows section.
Personally, I reckon that it all depends on what you want to use the environment for. If it's just developing, then you can't really go wrong with IIS and PHP and then Dreamweaver as an editor.
However, if you are using it to actually run sites, then I wouldn't use Windows (unless you have absolutely no choice whatsoever). Try using something like Debian which (as someone who has very little knowledge of Linux) I found very easy to get into and use properly.