Why do you need to run memcached on windows? It’s an expensive affair in a production environment.
If your code needs to run in a Windows environment get a windows memcached client and talk to a *nix based memcached machine.
In a production environment running memcached on Server 2003 or 2008 would mean that you get licenses for all those boxes. Linux will offer you all the OSS benefits. TCO will rise linearly with memcached on Windows
Edit:
It’s been around 1.5 years since I wrote this answer and lot of things have changed since. You’ve to take notice, especially when someone like Dustin comments.
So here’s how you can get memcached on windows running. Download memcached for windows from Couchbase (formerly Northscale).
Typically if you plan to run memcached on the same production machine you’d want to start it in limited memory, i.e. define the maximum memory memcached is allowed to use.
c:\Program
Files\memcached>memcached.exe -m 128.
Here memcached runs with a maximum of 128 mb usage. You don’t want memcached to take up all the memory on your webserver.
The moment you decided to scale out memcached you’ll need to consider what I said earlier. Additionally compress your values in the key value combinations. Web servers typically consume very little CPU (2-3%) usage and compression brings in a lot of value to network throughout in comparison to the CPU usage. If you are too concerned about normal compression, try LZO