I think it will depend more on what operating system your more familiar with and how much you want to spend... mach3 several hundred dollars... ubuntu/emc2 FREE..
I'm setting my computer up with a dual boot setup, winXP/mach3 and also ubuntu/emc2.
My design software is windows based, so more than likely I'll go with the winXP/mach3 so I can have the design software in the shop also... Then again I might use ubuntu/emc2 and just use a large flash drive from my design computer to the cnc control computer..
I havent made up my mind yet, but the only two control software I would even consider would be mach3 or the emc2, they are pretty much industry standard in the hobby world..
the biggest problem I find with ubuntu is I woukld like to run wifi on it, ubuntu gives me fits with wifi, other than that I would run it as I find it more stable than XP, plus ubuntu/emc2 is free and works good on older computers...