I'm not close to the most qualified person to answer this question, but from what I can tell, XP is probably the os of choice. In modern machines XP will outperform DOS, and as far as Windows vs. *nix, I'm all for fighting the good fight, but I think you'll find that many front-ends and utilities that are handy just dont exist for *nix. I don't want to get a mac/pc, *nix/nt, open-source/closed-source, monolithic/microkernel flame war going, but it seems like XP is probably the easiest path to go down.
If you're more comfortable with something else, then go for it. To get everything working right, you're going to end up cowboying it and editing ini files which aren't documented well at some point, or writing perl scripts to rename files, etc., and generally wrestling with different emus and frontends, etc., so choose the environment that you feel the most comfortable with.
I'm sure there are many people with far more informed opinions than I, but I didn't want to leave your question unanswered.