You can never get the right web host without knowing what you need. So before you go any further – put everything aside (including this guide you are reading) and think about what you really need.
What kind of website are you building?
Do you want something common (a WordPress blog, perhaps)?
Do you need Windows applications?
Do you need support for a specific script (e.g. PHP)?
Does your website need special software?
How big (or small) can your web traffic volume go?
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