There is a common misconception that just because you use a Windows operating system on your desktop, you must use a windows hosting provider for your web presence. The two are unrelated. Just as your personal computer requires an operating system, which is more than likely a version of Microsoft Windows, so too does a web server. Microsoft just so happens to produce one of those as well - windows web hosting.
Though the OS on your desktop is not a determining factor, there are many instances where a windows web hosting company is necessitated. If, for example, you use .NET script to compose your website, you will need a windows hosting provider. If you use MS SQL or Microsoft Access databases, you will need a windows hosting provider. If you use ASP or ASP.NET scripts for server-side programming, you'll want a windows web hosting provider. If you use PHP scripts and MySQL databases, however, you may want a Linux host.
Windows hosting offers ASP, ASP.NET, and Access Database support, the MS SQL server database, a IIS server, and is PHP and MySQL compatible. Most people using a Windows web hosting server are running Active Server Pages (ASP) technology. Linux, however, offers greater support for Perl scripts and CGI programs.
If you use FrontPage to design and publish your website, you'll find better support on windows hosting provider than a Linux or a UNIX based provider - likewise, if you plan to have Windows Streaming Media on your site, or use Visual Interdev. If, on the other hand, you expect to use remote interactive access via SSH or telnet, you'll only find support from Linux servers.
Linux is also an open source code, rather than a proprietary code like Microsoft's Windows products, which gives it versatility and malleability that windows hosting lacks. If you enjoy programming custom applications, or scouring the net for innovative, free web tools, Linux may be just your thing. But if you'd rather rely on the expertise and experience of a stalwart team in a highly competitive industry, if you'd prefer neatly interlocking, integrated modules with point-and-click simplicity and minimal programming knowledge on the part of the user, then windows web hosting is probably for you.