When it comes to hosting your Wordpress blog, you generally have just two options: Windows with IIS running PHP and MySQL, or Linux with Apache, PHP and MySQL.
For the most part, neither has an advantage over the other, except for one biggie available on Linux/Apache, and that is mod_rewrite.
Mod_rewrite allows for friendly URLs for your permalinks.
What is a permalink? It is a permanent link, or shortcut that is used to bookmark blog entries.
The default permalink looks something like this:
http://blog.vbsig.com/?p=10
As you might have noticed, it’s not very intuitive or descriptive.
A “pretty” permalink might look something like this:
http://blog.vbsig.com/index.php/2007/06/13/sample-post/
The sample-post at the end would be the title of blog entry.
Not that you personally would spend much time looking at the permalink itself, but guess who does?
——— SEARCH ENGINES! ———
Search engines will include page names in their keyword indexing. The result… a better chance that your site will be higher in the search results.
So to maximize your blog’s station in the search engines, I’d recommend using a Linux server such as 1and1

See the tutorial “Wordpress Step by Step“