Windows is indeed generally higher priced as I have said. This is because the various Microsoft technologies cost money against the open source Linux/FreeBSD solutions. Obviously, more overhead translates into higher prices.
I'm going to do something crazy here and say that each OS has it's positive and negative traits. There is no single best solution and honestly, OS choice is only important because of what type of software one requires. All three platforms, when properly managed, are reliable. A poor system admin. is just as dangerous to each.
You're only going to want Windows hosting if you require services such as ASP, MS SQL, and so forth. There are some plugins available for Linux machines, but in this case, the original is the best. The Windows choice would be solely based on required technology and not price since it's the more expensive solution.
I am partial to Linux. FreeBSD is a great OS, but each OS is the best according to its community of users. Linux is the most common solution out there for servers and is very reliable. I recommend sticking with Linux or being open to FreeBSD. In the end, it's not really going to matter all that much unless you're planning on running extensive processes and programs.