There are many types of shared hosting available, but UNIX/Linux and Windows hosting dominate.
Your choice will actually depend on the technology your web site will utilize. Web sites that will utilize PHP programming and a MySQL database (as many Open Source Content Management Systems do) should use a UNIX/Linux based platform.
Sites utilizing technologies like ColdFusion, IIS, VBSCript, Windows Media, .ASP or .NET programming, an MSSQL database, or a range of Microsoft solutions, should use a Windows based platform (Windows 2003, Windows 2008).