Windows Memphis - Windows 98, it was a better performer than 95 and had better support for all media and hardware. USB support really started to work in 98.
Windows Millenium - Was the codename for Windows ME...Microsoft didn't try with this one though the this was the last NONE NT based home operating system.
Windows NT5 - Windows 2000 was impressive and stable, without this XP wouldn't be here, it gave XP some direction.
Windows Whistler - XP beta, it wasn't much different at first from 2000 till Watercolor and later Luna appeared and Media support was increased. The best thing about XP is obviously the extensive hardware support.
Windows Neptune - Actually this was before whistler but the project never 'happened'. There is certainly one alpha, i've tried it myself and its basically Windows 2000 with a Welcome Screen. It was scrapped and Whistler took place instead.
Windows 2000 64bit Edition - There were plans to create a 64bit edition of Windows 2000, it was cancelled before the alpha was released. Microsoft have wanted to release a 64bit edition for a long time. Windows XP is their first.
Below is the Windows Neptune Welcome screen, Windows Whistler and Windows Chicago.