Here is a benchmark showing them all:

http://dsec.com/imgs//gwan-lighttpd-nginx-cherokee.png

And the source code to make the test (and the charts) is available here:

http://dsec.com/source/ab.c.txt

Result:

1. g-wan
2. lighttpd
3. cherokee (too weak in the high concurrencies)
4. iis
5. nginx
6. apache

As the Zeus license forbids tests...

A picture is worth a thousand words.