Windows 95: Stupid
Windows 98: Supports old stuff, not new drivers
Windows ME: Ouch!
Windows 2000: Decent, but unsupported
Windows XP (Any edition): Great for gaming, Most stable Windows out there
Windows Vista: *runs and hides* The evils...the horrors...the BUGS! It's unstable times infinity. Don't think of gaming, it won't happen.
Ubuntu Linux: Great for gaming in Wine, or native Linux games, just it's best to have an nVidia card, which is why my ATi performs better in Windows still.