So for the past several months I've been running BucketSoft.com, RegexHero.net, SilverlightXAP.com, and 060calculator.com all on a shared server with GoDaddy. It's actually served me well for the most part. But there are some limitations with shared servers. I couldn't set up things like content expiration and gzip compression for js and css files. And I couldn't easily set up dynamic gzip compression for aspx files either. And then there were some severe limitations on SQL databases which I decided wasn't going to work for me.
So I shopped around and eventually decided that a virtual dedicated server from Orcs Web was the thing for me. The idea with virtual dedicated hosting is that multiple virtual machines run on a single physical server, and then the hosting company configures and sells each virtual dedicated server to individual customers at a monthly rate. Orcs Web is able to sell this service significantly cheaper than a true dedicated server.
The nice thing for me is that I have full control of this virtual server, including Remote Desktop support. And I was able to configure the server just how I wanted it. So now I'm using gzip compression and content expiration extensively on every site. And then when you combine that with the fact that Orcs Web provides triple redundant OC12 connections, I think you'll notice that the site really screams right now. ;)