When it comes to hosting, it doesn't matter what you are using as a local machine. The hosting system and your local development system can be completely independent. (Assuming you are not using proprietary Micro$oft techologies such as ASP, FrontPage, and so on).
That said, I would never even consider a web hosting service that used Windows. Not out any Micro$oft bashing, but simply because IIS (the NT web server) is so chock full of security holes, it could be used as a sieve.
hth,
bear