[Win]dows. I have both and I prefer Windows.
Windows, even for server hosting.
Much more programs to help.
Good 'ole hole in the wall.
Bahahahah so many people saying Windows who have obviously never run a server for gaming.
Linux is the obvious winner in this one. You don't need "programs to help". Linux barebones with the proper libraries to run the server all day. No risk of errors, no risk of instability, no other background software slowing it down, just the kernel and the server. Fuck, you don't even need a GUI to run a server on Linux.
What everyone else said.
Windows/