First off not to start a distro war, but I am not sure I would use Mandrake, it seems to be more of a personal desktop distro, you could go with Redhat or Slackware, totally your choise though.
Most servers do not have a gui running so a product such as PcAnywhere is not going to do much good there. You would just have to command line in with ssh, I use a program called putty for windows to command line into my linux servers. Also you could do most things admin wise in a great program called webmin www.webmin.com
You can do most administrative tasks right through your web browser.
As for performance I think the linux will win hands down, I have a cache server running that had 4000k/s at least running through it steady and it has been up over 2 months without a reboot or any maintenence ( I need to get a couple of patches on it now though :-)
Hopefully I have helped in some way.