I have a Win server with php and mysql, and I must say that I prefer php to asp, .net, etc. There are many more php scripts available online for free, and it seems fairly easy to customise (colours, templates, etc - when css is not available).
But from my limited understanding, I belive that Linux is supposed to be better for running php and mysql as it is more stable. Don't quote me on that though. Im still learning alot about web creation.
Maybe someone else can confirm that.