Generic Microsoft Support Lifecycle Policy: http://support.microsoft.com/gp/lifecycle
Windows Lifecycle Policy: http://www.microsoft.com/windows/lifecycle/default.mspx
Windows 2000 - Entered into Extended Support on June 30, 2005. This means Microsoft will only provide security updates for free to the platform. There are no additional features or enhancements offered for free on the platform, and new software from Microsoft is no longer installable on the platform. End of support is currently scheduled for June 2010.
Additional source: http://www.microsoft.com/windows2000/server/evaluation/news/bulletins/extendedsupport.mspx
Windows XP - Currently in Mainstream Support, which means that Microsoft provides security updates as well as additional features and enhancements. New software from Microsoft is still installable on the platform. Microsoft policy is to provide a minimum of 5 years mainstream support from initial release date, which was 12/31/2001, as well as 5 years of Extended Support at the supported service pack level. XP SP3 is currently expected in the first half of 2008. There is a real possibility that SP3 will be the final service pack, and the product will then enter Extended Support. This will move end of support to 2013.
Vista - Currently in Mainstream Support, since if was just released. A minimum of 5 years mainstream support would put this entering Extended support no earlier than January 2012, and end of support no earlier than 2017. Realistically, these dates will extended beyond the minimum due to service packs and other issues.