Any of these three OS' should be perfectly fine for the job.
Windows 2000 isn't bloated with all the stuff that XP comes with. This means that it can do the same with lower resources. Ok, I admit, no real multiuser, no eyecandy etc etc, but pretty solid.
Windows XP is what most people use. The stability is about reasonable (could be better but it's good enough to work comfortably with) and it performs just fine for the most common tasks.
Windows server 2003 can be used for desktop applications, but you need to modify it slightly to make it work comfortably. I don't know if it offers any extra speed over XP, but in a sence it would quite logical if it does, as loads of crap that comes with XP isn't built ino 2003. Okay, it comes with serversoftware, but that can be disabled. I've toyed around with 2003 and I must say that it felt like it was very fast (the computer it was running at was only a 1.4 Ghz Celeron with 512MB of memory)... but I did not get any chance to benchmark the system, so I don't know for sure...