I've been using XP with Athena for the last 4 months. It works great, but I my XP was pre-installed on a new computer, so I don't know how an upgrade to xp would work.
XP is by far the most stable os I've ever seen. Only problems I've had were resolved by getting new printer drivers from HP.
Its really refreshing to have a system that never crashes.
If you do go with xp, be sure you have lots of ram. XP and Athena (espec. the ERC) will NOT run correctly on 64 megs, which I tried on another computer. (I've got 512 megs of ram and it works quite well).