If you are interested in using some linux, your suggestion of a secondary server is a good one. You can keep a windows workstation, so you have your familiar ide/editor/whatever, and mount the linux filesystem as a windows drive using samba. It really is quite easy - I know windows people who have done it without too much trouble by following a simple linux for dummies type book.
As for the development environment, you really have a double barrelled language/development choice. My biased opinion is that you should consider the following combinations:
NB: the number of stars indicate's my experience with the environment which is not necessarily the same as how I would rank them.
Each of these has different pro's and con's and are good/better/best for different purposes. Ideally play with all of the above - they can all run on Windows or Linux.