I've been running my 4 PCs on WinXP Pro exclusively since Late 2001. Only BSODs I've ever had were overclocking related. The stabiliy factor is what convinced me. On Win98SE I used to run SETI@Home and would typically find the machine locked up after about 24 hours, and if not, it would most certainly need a reboot if I planned to do anything else with it. Now I leave my WinXP machines running for weeks at a time without rebooting. That may sound like an exaggeration but it's really true. The only time I ever reboot is when it's required after installing a new video driver, or security patch. I've never had to reboot XP because memory leaks slowly consumed all available resources as was often the case with Win98.
And for the folks who want to slam Microsoft for making a new OS every few years, why aren't you also bitching about ID making a new game every few years? It's the same damn thing, they need to make new products to stay in business. And the truth of the matter is, people want new stuff that does new things or improves the way something is done. Some people act as though Win98 will be the only OS they'll ever need for the rest of their lives. Please, everything evolves, that's why we aren't all still driving Model T cars, and why rotary dial telephones are a thing of the past, and why we have COLOR TV instead of B&W.
Also would like to point out that "Not supported" is very different from "Will not run on". Just becuase the game isn't supported on Win98 doesn't mean it won't run. It likely means that to reduce cost and time required for testing, they simply eliminated Win98 from their test matrix when QAing the game. So while it might run, they aren't going to help you troubleshoot it if it doesn't.