For the people recommending WAMP setups, I'm really curious why the typical dynamic startup would even want to use Windows. The license costs and hassles alone don't seem worthwhile (to me), when you're really utilizing very little of the OS, and more relying on the components you load (Apache, MySql, etc).
Windows Server licenses through an ISV program are not that expensive. Obviously Microsoft knows Linux is a big competitor. More costly are other server licenses like SQL Server and Exchange.
One reason to use Windows could be because you like .NET, Silverlight, etc. Another reason would be because you know Windows well. If you develop on Windows it may be easier to also test and deploy on Windows and administer the servers. It is easy to set up an Ubuntu server in a few hours and use apt-get for updates, but an internet facing server will probably not be very secure if you or a coworker does not have a few years of Linux experience.
In the end an OS is just a tool. I would say pick the one you are most experienced with or the one on which your chosen techology works best.
For the people recommending WAMP setups, I'm really curious why the typical dynamic startup would even want to use Windows. The license costs and hassles alone don't seem worthwhile (to me), when you're really utilizing very little of the OS, and more relying on the components you load (Apache, MySql, etc).