well ofcourse win xp.
Then if u want to play games get some good games. Lot's of good FPS games on HRHunteRHR's 1st post. And if u need any other type of games then just search online or go to a shop and see if there is anything that interests u.
Some usefull gaming software: Teamspeak 2. Fraps.
Then other software:
Anti-virus: Get what ever u like the most. But before buying anything try AntiVir and AVG (both have free versions)
anti-spyware: spybot s&d, ad-aware, spyware blaster, microsoft anti-spyware.
Firewall: zonealarm
other stuff:
ofcourse MSN messenger or something similar
open office, unless u want to buy win xp office.
something to make ur desktop cool & better; like window blinds, object dock, samurize etc.
There is some software to get. Use google to find downloads, most of those programs are free.