Here's a great article at rootprompt, from an author that loves Linux, but finds that (like Solaris), most distros do not follow the "secure by default" model, and take increasing amounts of time to secure (often much more than the install does).
That sums it up really well for me. I love Linux too, but I think he's right that we have a lot to learn from OpenBSD about how security should be done. I intend to take some time to try OpenBSD for some security-related project ideas I have.