I prefer windows servers because of the Active Directory domain controller thing.
Can't you do that with samba nowadays? Haven't tried but I thought it had that capability.
For me it'd be Gentoo any day. Build it with the hardened sources and customise everything down to the hilt, including the kernel. Last core kernel I built with that was so small it easily fitted on a single floppy disk. Oh and no installing X either of course.
Not the easiest or quickest to get set up by any stretch of the imagination, but damn good once you've done it and probably the most efficient and lightest on memory usage this side of spending years doing LFS!