Win2k or WinXP - the differences in my experience are slight. Both have been in my experience stable, and compatible with the vast majority of games I have used them with.
WinXP by default can be a little infuriating, as it won't let you do anything without warning of impending doom should you do so. It only takes a few minutes to tweak it so that it stops doing this though. I also take a few minutes to disable any services I don't need or intend to use. By default the amount of services enabled is astounding.
At the end of the day, you want the best of all worlds, then triple or dual boot your system. I used to dual boot XP and 98, but in the end got rid of 98, as I didn't use it at all.