There are many differences between Xen and Virtuozzo. Read a bit more the posts in this forum, and you will understand. Many are saying that Xen based VPS gives better performances for the end users, especialy because it's easy to oversell with VZ thus giving low CPU performances.
Once again: read more posts here.
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I'm planing to move to some Linux VPS, dont know yet which provider. If I do not choose any CPanel (cPanel, Direct Admin, etc) can I install it on my own later on ?
Its always good to install Control panels on the fresh server itself. If you uploaded the files, installed necessary softwares and later decide to install a control panel, it can messup everything because the configuration files and their paths are different than the pure OS (without CP)
you might also want to conside the maintenance issue. As VPS are different to straight box and I have broke a few when I first started on VPS by applying all the security patches to it. I would suggest you decide on 3 things:
1. what application are you running on VPS
2. for those hosting, do I want CP
3. can I manage or even have the time to patch the system
then look around to see what OS/CP combination is available.