I assume you are talking about Windows 2000 Professional.
Depends on what your computer specs are. If you have a 800 MHz or higher processor with 256 MB or more RAM, then you are just fine with Windows XP Pro. After all Windows XP (both Pro and Home, NT 5.1) are based on Windows 2000 Professional (NT 5.0).
The main difference is that Windows XP has more support for multimedia, such as digital devices, USB 2.0 and a more improved interface. The downside to that is, that on older systems (with specs lower than just specified) XP would be slower, due to all the (graphical) enhancements. Windows 2000 would be faster then. However, when often you play games and related software, choose for XP Pro instead. XP is compatible with the Windows 9x series (95, 98, ME) and therefore is more compatible with games, which often will only run on 9x machines.
So, if you don't want that multimedia stuff and flashy GUI, go for Windows 2000. If you find that handy and/or you like it the way it is and your system meets the system specs just specified, go for Windows XP (Pro).
I have used and liked both. To me it is simple there is nothing that Win2K will do that XP wont. However XP will do things that 2K will not do. They both like lots of ram so that is a wash. In my experience XP is as fast if not faster than 2K. Mind you I turn off most of the eye candy.
At the end of the day I guess it comes down to personal preference. I use Win 2k Pro on a PIII 1 ghz system with 512MB ram and it absolutely flies. I have tried XP Pro, but went back to 2k simply due to hardware issues and I prefer the simpler Win 2k interface (I think the XP interface revamp is a little over the top, and forgive me for saying a little childish.). I also noticed that my system is a lot more responsive and sharper with 2k installed. I can understand why people switch to XP because it is a very good O/S, but I would have to say 2k for me every time.