I just ported my apache/php/mysql windows NT setup to Linux and all of my dynamic pages load in less than half the time. I was averaging about .07 seconds per page on NT and I am now averaging about .03 seconds on Linux.
I was kind of worried that I would not see a performance gain because of that famous benchmark that pretty much showed that the NT platform was faster than Linux.
I also installed the Zend Optimizer but did not notice much of a gain if any on Linux.