The filesystem you use for windows shouldn't matter (xp can use ntfs or fat32) but you will only be able to write to fat32 in linux so if you set up xp on ntfs you may wish to have an extra fat32 partition for file storage.
As for intel/amd I'm not tied to either but take a look at:
Sata will give you some performance gains over ide but for most applications you probably won't notice a difference. If you are intending to create and edit videos with your dvd writer than sata may help a little bit. With most systems you can continue to use ide as well as sata but it will depend on the motherboard (most systems are ide and sata now)
In terms of suppliers you really can't go too far wrong with Dell:
One thing to watch out for is the graphics adapter and get an nvidia model rather than ati. This is another good reason for going with dell, there aren't many companies that give you such easy customisation.