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Windows based servers are an excellent option for dedicated servers. Recent advent of .Net technology has allowed the windows dedicated servers to become more useful and efficient.
If you plan to run and administer your own dedicated server, windows based servers are a better option when compared to other servers. Windows dedicated servers come with excellent support, security and integration for products that are released by Microsoft.
It is strongly recommended that you go for a Windows dedicated server if you need to link a Microsoft-based service to your Internet hosting. However, remember that Windows based dedicated servers are rather complex and do require some labor.
It's best that you go for these only if you have some experience as a webmaster who has maintained Windows systems in the past and have worked on product/Web integration/dedicated IP addresses. You need experience not only as a webmaster – but as a system administrator.