Very little. You'd gain System Restore of course, but then again, you might need it more with Win ME!
Either stick with what you have, or better yet, get XP if your budget and hardware spec are up to it.
Most people find it to be an appreciable improvement, especially those of us who have very few problems with it. Having used all three (plus '95 and '2000) I find XP to be the most stable and certainly by far the nicest to use.
Don't rule out sticking with what you know if it still works for you though.