I'm a Windows user. I do most of my work on Windows. I'm used to it and it works for me. I've considered Windows hosting. It just costs much more. Rather I have chosen linux VPS. And because of the VPS, I have learned a great deal about Linux.
Initially I set up Apache and MySQL using the command line connected through ssh. Configuring multiple sites with pretty urls, caching, and compression was not as complicated as I thought. Boy did it take me a lot of time learning to use vim.
After a while I realized the setup was a little wasteful. My site is mostly static with few pages hitting the SQL.
I was able to install Nginx with perl and gzip static enabled. And proxied the pages that hit the database to Apache.
Looking back my website could never have been this fast if I was on Windows. I am always impressed by the level of control you get using Linux.
I'm still running a system on my Windows machine to generate my static files. Who knows I might get the drive to migrate over to a linux machine with a GUI.