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the mandrake distro is usually recommended as the easiest to install, but both redhat and suse are very good distros for beginners. if you're just getting started, then the latest release of mandrake would probably be the best way to go.
I think a lot of people dont know *what exactly* theyre looking for when asking this kind of general questions, but if you define performance as "getting the most out of Linux by tweaking it" all three will do.
Linux has a directory (/proc) where on-demand changes can be made that can affect system/network/filesystem/memory/etc/etc performance (ok, adversely as well if done wrong), Irqtune to sort out priorities for handling devices, and tweakd(?) which seems to be somewhat like wintendo's TweakUI (I think, never had to use it). And since Linux is utterly configurable there's bound to be a config file for whatever it is in /etc.
when it comes down to it, all the distros use the same programs - the only differences are in the install programs and some of the configuration files. if you're a newbie, then it's best to start with a distro like mandrake and then learn how to reconfigure whatever you want. all the progs from redhat to suse to mandrake are going to be the same - it's just the tape holding them together that differs, and that's the part you can reconfigure if you want to.
I have only tryed Suse & Mandrake so far, but I agree with isajera. The main difference I found was in config. mandrake seems easy compared to suse because with suse, not only do you keed to get familiar with linux, but also YAST (Yet Another Setup Tool)