I have a Direct pro 24/96 running with aardvrak's latest drivers (v7 I think) with no problems under win2k.
The only problems i had were with media player (wich seems to be fixed with a patch recently released) and midi under SX. It doesn't bother me however, because SX is still pretty new. Aardvark has recognized and repliacted the problem and they told me they are working on a fix now.
The effects are working for me, altough I don't use them much.
I think most of the problems with PC's and these kinds of soundcards are due to hardware/software choices and configuraiton. For example, I've noticed that many peeps that have had problems with aardvark's have these pc's with raids and whatelse hanging. If you do your research, pick good reliable hardware, install properly and from scratch (format and all) and keep it simple from there, my best bet is that It'll work. Hell I'm even using a mobo with a via kt133a chipset, wich are known bad for DAW's.
I agree totally with you about winXP. Been there, its a nice OS, but its fully bloated with stuff I won't ever use, plus a crappy CPU-hog interface. It was like, when you sense the feeling that its a great OS, but so inmature yet. And yes, it seems picky in the driver department. I went back to win2k SP2 and I'm happy again.