I use Win2K. With my sh!tty 56K ISP, I get a way faster connection than I had with 98SE - they both connected at 48K, but my max download speed is 5.2k/s with Win2K vs. 3.5k/s with 98SE.
Also, I used to blame all of my 'random' disconnects on my ISP - but, with Win2K, I almost never get unwanted disconnects. This alone was all the reasoning I needed to move all of my apps. to Win2K. I don't even have dial-up networking configured in my 98SE partition anymore.