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.
Well, I definitely want to learn more about security; that's why I'm here. All three look good but I think I will go for STD. If I absolutely hate that then I'll probably go for Phlak. Thanks for the quick replies Lansing_Banda and HTRegz

Later,

mjk