All you need to do is to have a good host.If you have a large website with lots of traffic then you need advanced server technologies and services.But in case you have a medium or small website then you should look over to Linux which supports best to such non-bulky websites.
The moment you decide you want your site to have more complex features like members only area, e-commerce, live help and so on, then the server operating system might be important. Interactive features rely on server side programs that process your site visitor's input and returns something intelligent.
Windows Desktop And Server Operating System:
Just because you run a windows desktop doesn't mean you must opt for Windows web hosting. This is true vice versa. Whatever operating system you use on your desktop has little to do with your choice of hosts. As long as you understand your FTP or web publishing software, your host can be any operating system.
What is important however if you know what you want your site to do, what you want to offer on your website. This is what will ultimately lead you to the type of hosting. As mentioned before, interactive sites usually rely on ASP, PHP or Perl type languages. Each programming language has it's own strengths and weaknesses and sometimes one can give you something the other can't although not very often. PHP and Perl are Linux based and ASP Windows.
If you opt to use ASP to power your website, then you'll want to go with Windows hosting. You might be told that ASP is available on Linux hosting packages and that is true. But bear in mind it might not work as well on Linux as they would on Windows. This is also true the other way around. While you can have PHP or Perl on a Windows web host, they weren't developed for Windows and might not work as well. In fact, there are often disclaimers about using these languages on Windows servers.
Some hosts have successfully implemented these programming languages for the different platforms. Be very clear in this case about the scripts you want to use because server configurations for Windows can be vastly different from Linux. This might cause the script to fail or not function at its full potential. It's always best to go with the operating system the language was built for.
You'll most likely be told flatly Unix based servers have better security. Mainly because these operating systems have consistently been reliable while Windows is a big target for exploitation. Hosting wise it boils down to one thing. No matter how secure the operating system is, your site cannot be secure if your host has not configured it correctly and isn't updated often or swiftly.
In speed and performance, they both perform well. Hardware is a big factor here. Again, look to your host. Do they upgrade well ahead or do they max out the resources before doing so?