XP Professional Service Pack 2
XP Professional x64
Vista - Enterprise, Business and Ultimate
Vista x64 - Enterprise, Business and Ultimate
Window 7 - Professional, Ultimate and Enterprise
Windows 7 Home Premium - for the Education Analytical Suite (EAS)
and that's it. And now that XP and Vista are unobtainable in the new computer market, you're left with Windows 7 IF YOU CAN FIND IT. Choose wisely. I'll note that I've seen SAS install on other versions of Windows 7, but I've also seen it fail miserably, too.
Warning!! Please read carefully!
Windows 8 is not currently supported, and is not likely to be supported in the future. SAS 9.3 can be installed on Windows 8 Pro and Windows 8 Enterpise but it is not offically supported. Both versions will be offically supported at some time in the future. You have been warned. If you must buy a Windows 8 computer, make sure it is Windows 8 Professional.
If you have/want to get a Mac, you need to read up on the ways to do it. Sadly, SAS is not native to the Mac. Perhaps SAS 10?
Source: SAS Institute