This really depends on your individual needs. Both have their advantages. Do you plan on having a back-end to your website (e.g. running scripts with a database, etc?) If you would like to get into PHP as this site is, I would recommend a linux flavor with the Apache web server. However, if you'd like to get into ASP or ASP.NET I would use IIS with a Windows server.
In addition to that, what other goals do you have for the site that must be taken into consideration? For example, do you plan on using the server to host stuff on your internal network as well? What about e-mail addresses @ yourdomain.com ??
Another important factor to take into consideration is how familiar you are with linux. If you've never used linux before, it will be a bit tough to get started - especially to delve right into running a linux server with Apache. However, it can also be very, very rewarding.
On the other hand, if you just want to put up a static webpage with nothing fancy, it can easily be done with Microsoft's IIS. However, a windows 2000 server operating system is very expensive. Linux, on the other hand, is free.
Linux can be downloaded from a wide variety of places, one of which is
www.linuxiso.org - there are many different linux distributions, or flavors, and each one is slightly different targeted at a different audience. I recommend RedHat by far (
www.redhat.com) IMHO. However, there are many other threads on this forum debating the best linux distribution. You may wish to do a search and take a look at some of them.
Choosing windows or Linux server 
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