Once you have decided to use Windows NT, you have to decide which version to run. In most cases, you will want to use a version designed to be a server: Windows NT 4 Server rather than Windows NT 4 Workstation, Windows 2000 Server rather than Windows 2000 Professional. Although the differences are not always gigantic, versions intended to be servers support more network connections and more powerful hardware, and often come with more software. In addition, machines that are part of a firewall are, in fact, servers, and Microsoft will attempt to discourage you from running Workstation on them by means that vary from release to release. Don't assume that software intended for workstations is a long-term solution just because it will meet your needs today; if you need to install new software, upgrade your hardware, or upgrade your operating system, you may well find yourself forced to move to versions intended for servers.
You will want the most recent, stable, fully released version of Windows NT. Because Microsoft tends to have very long prerelease periods (beta versions of the operating system now called Windows 2000 were in circulation for at least two years before the final release), it becomes tempting to avoid future upgrades by using prerelease operating systems. Don't do it. It isn't going to significantly improve the upgrade situation, and it will mean that you're running critical systems on unsupported software.
In addition to the Windows NT software itself, you will want to get the most recent version of the relevant Resource Kit, which contains useful documentation and tools. These resources are essential for all Windows NT administrators but will be even more reassuring if you come from a Unix background, since they include many command-line oriented tools that will be familiar to Unix people.