I spent nearly two years as a web hosting administrator for a hosting company supporting FreeBSD, Linux, and Windows (NT 4, 2000, and just as I was leaving 2003). I am an expert at administrating *nix products, even I don't like touching *nix on the desktop because it's a pain, and one doesn't need to bear.
Windows is not perfect, but it's pretty damn stable with good hardware with 2000, XP
and 2003. But Windows just simply works, not editing this file or that file, and the work is easy to do, and can be done remotely over a VPN using scripting (within a Windows 2000 or 2003 Active Directory network), so you don't even have to Terminal into the server. The administrator tools also work over the network, but I like the script most of my common tasks.
At worst, you screw up and die.