It really depends on the client and project.
3 years ago, I did some comparisons with linux (caldera 2.3) and windows 98 with the distributed.net client. I found that the average speed of the benchmark was virtually identical (linux was slightly faster, but statistically insignificant). However, I found that when I was doing other things, the linux average was higher then the windows average. Later, I did a comparison between Windows 98 and 2000 on a different computer, and found virutally the same thing. The benchmark was virtually the same, but 2000 was better when doing other stuff. I don't have exact numbers to compare 2000 and linux, but I would say as long as it is either an NT based OS or linux, you are better of then win9x.
However, that only shows that linux and 2000 are better when the clients are equally optomized for both platforms. I know with SETI (never run it, but have read many threads about it), the windows client is significantly faster then the linux client. This isn't because of one OS vs another, just that the windows client has been optomized more. When you run the windows client with the WINE emulator in linux, it is actually slightly faster then the windows client run in windows.
I'd suggest first picking a project or two, and then asking again, in the distributed computing forum.
Why TA? because you obviously like Anandtech 😉