If you are looking to learn linux itself, then go with Knoppix, however if you are looking to play with security and learn more about it then I would highly recommend going with Knoppix-STD. It'll be more suited to what you are looking to do, better organized and that way you want have a bunch of useless crap that you don't need. However I'd also suggest you check out phlak. It's very handy, I keep a copy in my backpack at all times.