You can directly contact your ISP to find out. If you have a slow line or dial-up then it's not worth it at all.
Windows 2000 and XP Pro both have server capabilities and virtually all other OS's do as well. If you want you can also download and install Apache.
I've noticed with using IIS (Windows' server) I can't write or edit files in the server root directory or any subdirectories. I couldn't get Apache to run but I would guess that's not an issue.
For FTP I use BulletProofFTP.