HowtoForge has a good article on getting a PXE server up with DHCP, TFTP, and how to boot up various Linux versions with it. This is a good start for anyone that doesn't mind using Linux to get their feet wet. Samba comes on most Linux installs and it can be used to share files to the Windows clients.

BartPE is a program for creating a live boot CD/DVD for various versions of Windows. He used to have a Network boot disk version but it is no longer maintained (might still work though). I've tried creating a Windows XP image to boot through my CD with good results. It should be pretty straight forward to push it via Linux but I haven't devoted an afternoon or night to put all the pieces together.

An all windows setup is possible but I haven't found anything yet that wasn't overly expensive. I'll post my notes once I get everything working but I thought the more adventurous of you might benefit from the little bit that I've found so far.