I cannot speak for DNN but our school uses Joomla. It was setup for us by our ISP and it for some newbies to web design, it is difficult. I agree with Renegade that its admin interface is clunky and we sometimes have problems figuring out where stuff is and all the layers involved.
But in the interest of saving money, we will be setting up our own web server and thus this thread has become real interesting to me. It needs to be Open Source or free and easy to use.
The main cost of running a server is not the OS; it's the time you put into running the server.
i.e. You get what you pay for.
That applies to LAMP stack servers as well. And ESPECIALLY for if you are having a server hosted for you and it is not your own hardware and you're not the physical presence that maintains it.
If you want to get burned badly, I can recommend Layered Technologies. Their support staff bring new meaning to the word "incompetent". I really, seriously mean that. Like starved for oxygen at birth type of incompetent. (They managed to lose all data on a server I managed running RAID 1 (mirrored drives) when there were mainboard issues... Wow... Just stunning.
The Planet is excellent, and very well priced. I have no problems recommending them. I've used them for years and never had any problems. Their prices are honestly fantastic. Also, they're one of the largest IDC companies in the world now.
Anyways, the point there is that the actual company you host with makes a huge difference as well.
I would seriously recommend that you take inventory of your priorities if you are choosing a LAMP stack over a Windows stack because of price. For large clusters or farms, that decision becomes easier. For a single web server, I'm not sure that you will actually end up saving much money/resources. The time you put into developing the site, maintaining it, and administering it are all very important costs.
Your uptime and repair time requirements though will play a big part in that decision. I really have no idea there what you need. (For extreme uptime, I think that it's hard to beat Solaris blade servers.)
Years ago I used several hosting companies after using only dedicated servers. It nearly killed me as I constantly had problems that were all due to the hosting company. I returned to dedicated servers as the server cost compared to the "problem cost" was insignificant.
You can get a Windows server for very cheap. You can run PosGRESQL or MySQL if you don't want to run MS SQL Server, which takes care of the largest licensing fees that you'd have with a Windows server.
By the same token though, you can get very reliable LAMP servers with lots of good development and admin tools. Ask around there though, as I am not really the best person to ask about the best tools for LAMP stacks (I hate Plesk and CPanel.)
Oh, I should mention that the general cost for a Windows license in a hosted environment is about $30, and $50 for some higher server versions. That may have changed somewhat since I last looked. I think the question there then is whether you can save $30 in aspirin/Tylenol per month.