Here's the technical reason why windows is better for you..
All new PC's have features inside of them that are normally off in DOS, but need to be turned on via software drivers. These drivers have been written by the manufacturer only for Windows (and hacked by some coders for Linux).
Some of these drivers include things like Ultra-DMA 100 HD access speed, Bus Mastering (for faster video, audio, network access), chipset drivers to enable other speed ups.
Not to mention the fact that DOS can't really effectivly use much above 128MB of RAM, and not at all above 256MB of RAM.
The amount of RAM and CPU power required by windows are all made up for, and then some, on new PC's when compared to DOS.
On the other hand, with old hardware (P1, P2 CPU), there are no special features that get turned on with drivers.. so they work best under DOS.
Now, the question that remains is, which windows???
Easy.. the newer the CPU, the newer the windows that you should use, since the correct drivers will be there for your CPU. So if you have a Pentium-III, go with Windows 98. If you have a P4 or better, Windows XP will be as fast as windows 98.. but a heck of a lot more stable.