are you wanting to create a website or make a server?
if your looking to create a simple website to start out and get used to creating sites I would just pick one of the free hosting sites and host it there, but if this is a professional site I would look at www.readyhosting.com
but for the making of a web server I can't really help you yet, I plan on saving up some cash soon and play around with making one also, but Im sure someone here can point you to the right direction.