If you are looking at doing PHP, the linux based server would be more apt for it. If you are thinking of ASP, you might be better off looking for a Windows-based server.
There are some ASP support under Linux but it is nowhere the same as the one on Windows.
By the way, if all you want to do is to experiment and not to really host any real contents, you might be better off installing a web server and PHP4 on your Windows system and test it locally.
I was with Rochen in the past
http://www.rochenhost.com/index.php?zone=linux
and Chris is pretty helpful. I believe he is based in the UK. This is currently a Linux server.
If you need ASP then you could opt for Server Centre
http://www.servercentre.net . They are based in the UK too. Adam is a helpful person. I just got an account there but I have not actually used it yet since I am still in the midst of building the site.
I believe that you will find their pricing within the satisfactory level. They may be based in the UK but their servers could be in the US cos they do price around US pricing.