I dual boot WinXP and Win2K. I totally disagree that XP is necessarily more stable than 2000--it depends what hardware and software you use. I can tell you unequivically that Microsoft made changes to I/O and the file system, which of course is undocumented. Depending on what software you use (particularly software that interacts at a low level with the file system), this can spell big headaches (for example, I use SafeHouse, which is real-time encryption software, and it has some issues with WinXP's disk caching behavior. I have also worked with imaging software vendors on other WinXP-specific compatibility issues.)
In general, though, I would recommend WinXP. WinXP will very likely work better with your games (not to mention hardware) than will Win2K. Getting on the WinXP wagon train now puts you in a better spot than early adopters (like... uh... ME) were in. Seriously consider WinXP Pro (over WinXP Home) if you can afford the difference in price.