As you said, this is a very subjective preference. If I can choose, I prefer Mac OS X hands down.
First of all, I like the system in itself. As for bioinformatics, many packages are now available for Mac or can be compiled from sources. Since OS X in UNIX, you can run pretty much anything that's been written for Unix or linux, and this usally include most specialty/niche bioinformatic programs. For the few that have to run on Windows, I use a virtual machine (you can try Wine, maybe you have more luck than me...).
Second choice would be Linux (my favorites are Mint and LXLE).
But naturally, I am forced to work with Windows XP...
Dear Mr Macori, sometimes the OS depends of the software (non-multiplatform) used in research... In my humble opinion "BioLinux (http://environmentalomics.org/bio-linux/) is a good option.
I like a combination of Linux (great for academic freeware, for handy command-line tooks like awk and sed, for running a database server or webserver if needed and for compiling from source if needed) and Windows (XP or 7, avoid Vista and 8 like the plague). Lacks the built-in Unix-like terminal of Mac OSX, but installing and using something like PuTTY is hardly a chore, and useful software including Excel and Word run so very much better on Windows.
So, naturally, I am forced to work with Mac OS X ;-)
That depends entirely on what you need to do. For many analyses it can be entirely immaterial, as the software can run on most platforms (OSs). When it comes to preference most people will prefer that with which they are most familiar, regardless of suitability. Personally I use UNIX/Linux almost exclusively for computational work and the other OSs for desktop work.
I recommend linux derivatives due to their larger user base if using open-source software and scripting. Examples are Mint or Biolinux (based on 2012 Ubuntu). Alos maintenace is easier: system disks can easily copied (to other computers) with ie. Clonezilla boot-CD for easier maintenance/upgrading. BSD (posix) systems (such as Mac OS) may not experience crucial updates in a timely manner (perl-packages, R, python, compiler), making compiling new programs and updates difficult due to troubleshooting. Windows is good for running proprietary software, but not well suited for working in command line (lack of tools such as sed, awk, sort, "carriage return problem" ) to work with text files and lists created as output by bioinf. programs. I use opensource virtual machines running windows to run Excel macros or statistics/visualization software not available on other platforms.
If you are starting out with UBUNTU/LINUX/UNIX systems I highly recommend trying out BIOLINUX as a "starter package". It has many pre-installed tools that are already widely used and a compilation of relevant manuals.
Guerrino, you might be putting the cart in front of the horse here (English idiom).
You should determine what BioInformatics software, along with other applications that you need to use, and then pick the OS based on which ever one supports *everything* (or nearly everything) you need to use.
If you already know that *all* the applications you need to use/support run on all the OS considerations, then the other comments make sense as to helping you choose.
I assume you are talking of your own laptop/PC, which is just the interface you use to connect to the server/cluster (where data analysis is run, and which is almost always some Linux distribution).
If this is the case, what to use depends entirely on your personal preferences. Many people like the Mac OSX environment, which besides being a stable and user-friendly operating system is also an excellent machine (hardware-wise).
Mac has however the drawback of being expensive and not open-source, which may become an obstacle if you want/need to do something which has not been foreseen by the Apple developers. Bioinformatics software, however, usually run without problems on a Mac.
I personally prefer a Linux distribution on my laptop/PC, usually one of the Ubuntu versions, because they have a larger community and it is easier to find applications and answers to problems. Linux gives you far more freedom compared to a Mac, but this comes at the cost of not being exactly user-friendly (shouldn't be too much of a problem for a bioinformatician, though :-)). Additionally, Ubuntu (like most other Linux distributions) is free.
I wouldn't recommend a Windows OS for bioinformatics/biostatistics, but some may be forced to do so. It is not impossible, but certainly can be sometimes maddening :-)