To answer your question about what hardware to get - it depends on your budget,how many PPD you want, whether you pay for power or A/C and how hot it is where you live.
If the budget is tight, then folding doesn't really influence your choices. By low-end kit that will use relatively little power and fold SMP. Your PPD will be low (3-4k for the hardware you listed), but the build will be cheap. Power costs will be moderate, as low-end CPUs are not too efficient in terms of PPD/W.
For a little more money add in a low-end GPU (GTS 450, GT 430 or GT 240). These will get better PPD/W (~9k/100W, ~3.8k/50W & 4k/70W respectively for the cards mentioned) so cost less in power, but you have to buy the cards upfront. Don't bother with SMP on low-end hardware if you're worried about power costs - it ain't worth it.
If you want the best PPD/W then nothing beats i7 2600k currently. If you can afford the build (which is only a few hundred $ more if you're building a full server anyway) then you'll get ~45k PPD folding -bigadv for ~$600 upfront and ~200-250W power consumption. Nothing else comes close to that kind of efficiency, but obviously the upfront costs are a little higher.
All of the options will handle the 'server' tasks just fine and will perform pretty much identically in that respect - for most uses you won't notice the difference.
You pays your money, you takes your choice.
About OS - any Windows will do (my GPU folding rig runs Server 03 R2, because I have it). Linux will get you more PPD if you go with the -bigadv options but can be tricky to get working with GPUs. For regular SMP (as you would run on lower end hardware) it doesn't really matter what OS you choose.
Edited by the_beast - 5/29/11 at 11:52am