If you're really worried about security, go Win2K because WinXP is a PRIME target for hackers because of the raw sockets.
If you don't really care about security, go WinXP becuase it has a lot more functionality and is generally easier to use than Win2K.
And remember, you can make XP look like 2K.
Also, if you can, you should try to get XP Corporate. It's basically the same as XP Pro, but you don't have to mess with all the registration crap.
And someone asked why ME is so bad....
For one thing, MS doesn't support it in any of its upgrade paths or with any MOCs (MS classes).
As for a simple desktop OS, it's pretty good IMHO. If you have a machine that you don't plan on upgrading and can't run Win 2K or XP, ME is a good compromise. They fixed somethings that really sucked in 98, like the disk degragmenter taking hours.
--Busy Spikey