Both platforms have their own unique features, advantages and disadvantages. If you are going to add dynamic content on your site using PHP or CGI scripts and want to interface with a mySQL database, then you should choose UNIX for better compatibility with these applications. However, if you are going to use ASP/Access scripting combinations, ColdFusion, VB scripts or a MS SQL Server database, then choose Windows.
UNIX-based hosting is generally seen as being more stable, it also performs faster and can be more secure since most malicious software is written to cause damage to Windows. However, you will need Windows hosting if you are going to develop in .NET or Visual Basic.