Just wanna add something...

Visual Studio Express is free (until November 2006)
SQL Server Express (SSE) is free
.Net Framework is free
ASP.Net can be run on *nix using MONO (never experience it, so can't really comment)
ASP.Net can be run using Apache (with some tweaks)

There also Oracle Express if you want to try (but still in Beta)

You can choose the combination of PHP+Apache+MySQL or JSP+Tomcat+MySQL or ASP.Net+IIS+SSE