Hello,
There are many things you can do with a windows VPS.
You can run any application ressources intensive. (SEO tools to name one of the top usage of a windows VPS)
You can create awesome video and upload them to youtube in a heart beat.
You can create a game server, a web TV, web radio...
Actually, it really depends on your needs. Are you after applications hosting or ASP.net website hosting ? Exchange ? Remote Computer running windows ?
Those are the main reasons why you would go for windows.
If you are after a regular web hosting project, then Linux would serve you better as...