The choice of "Linux vs. Windows" should really be based on your experience and skill. If you use ASP or other Windows-centric technology, you'd use a Windows host. If you use Linux-centric technology, you'd choose a Linux host.
If you're using standard technologies that are supported on both platforms, then perhaps the single most noticeable difference between Linux and Windows servers is "case sensitivity." On a Linux server, you must specify the case of a filename correctly, or it responds as 404 not found; on a Windows server, case doesn't matter.
Some things are easier to do on a Linux system, others are easier to do on a Windows system, but most shared-hosting providers will have a web-based user interface that would look the same on either platform.
Of course, there are a zillion other HUGE differences, but if you're just going to create files locally and upload them, I don't really think it makes a difference.
I've used Linux shared hosts, and Windows shared hosts, and I've used Windows dedicated servers (because I'm much more familiar with Windows, and perhaps because I'm old and crotchety and don't want to learn new things).