This could be a very difficult question to ask if you are just starting out at web hosting – Windows hosting and Unix hosting offer two distinct routes in which to take.
If you are planning your website to be based around the Microsoft / ASP programming lanugage framework, or if you use Frontpage for example, Windows hosting would be the one of choice.
On the other hand, if you’re going to use PHP, Ruby or any other Open Source technologies, then Unix would be the preferred preference.
The question of Windows web hosting and Unix web hosting would be one that the web host themselves would have to answer to you for your specific needs, so it probably would be best to contact your preferred hosting company if you are questioning this.