If you're looking to learn Linux security, you may want to take the hard path and not install a GUI. Command line only. It'll force you to learn things the way you really need to learn them. Real men don't administer Linux servers or security with a mouse.
CentOS is the best option there is if you're looking to combine "free" and "enterprise", though arguably you'll have a better support (i.e., searching Google and forums) community with Ubuntu server, instead...Due to its popularity in general. I'd still recommend what Anguish does, though. CentOS.