I would be 100% Win2000Pro but the ATi TV-Wonder has crap for drivers in Win2000. So right now I'm Win98SE...I have it setup well and well tweaked, I haven't seen a BSOD in months. But still you can't leave it run 24/7...to many memory leaks and the like.
So I'm Win98SE all the way right now, but soon either ATi gets good drivers or at the end of April (I get my TV back, or rather I move back to my TV) I'm going all Win2000. I might go Whistler instead...have to wait and see it though.
Your question was Gaming, and on that front it's Win2000. I use my PC for lots of stuff, Programming, Desktop Apps (Word, IE, Email, the usual sh*t), Gaming, DVDs...all kinds of good stuff. I'd use Win2000 for all of it except that stupid TV-Wonder...grr...
So my overall answer is Win2000 by a long shot, the performance difference isn't enough to justify Win9x over NT5