I've had trouble getting SH4 to work on Vista but I think it's a problem with my hardware. Driver incompatibilities etc. If you purchase a Vista system I seriously doubt you'll have problems. FSX was designed with Vista in mind but you won't get the most out of it unless you have a DX10 Video card (8000 series nVidia is my recommendation).
And--like it or not--Vista is here to stay so we all might as well start getting used to the idea (and I'm speaking to myself here more than anyone

). I'm running a dual-boot now but have trouble getting myself out of XP for my games...
There are some amzing deals on computers now! Make sure you get at least 2GB of RAM for a Vista box though. It's a resource hog

.
Peto