In a server enviroment, UNIX and Linux are quicker anyhow. Also, Apache, MySQL and PHP were originally built with Linux/Unix in mind, and are therefore more secure.
There are still warnings about using Apache in a production enviroment under Win32, although I believe there will be a stable win32 build of Apache at Version 2.
You could use something like IIS, but then in a production enviroment you should only use the CGI version of PHP, as once again, the ISAPI DLL is untested.
On top of this, we all know that getting a secure Linux system is much, much easier than getting a secure NT system. The amount of hack attempts on poorly setup NT servers proves this...
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