Well, you have no choice if you're looking for stability and reliability for running windows games. It's XP or nothing. If you want DX10, then you want Vista. If you just don't want to pay the money (c'mon dude, it's not that much), you might try out ReactOS. It's still in early alpha stages, but if your favorite game happens to run under it, huzzah! Also, since it's based on Wine, you could install that on a linux partition instead, which would probably be more stable.
Computers are expensive propositions. I would know, I'm still hurting from the iMac I bought last August.