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[Slackware is] more complete than your average binary distro, in that the full install media-set includes the source code of all the packages, and that the default package-set contain the libs and header files which are with so many other distros kept separate in -devel packages and the like; but again, it's not quite a "construct it from the ground up, from scratch" distro.
I agree with you, but I can see why someone would draw a comparison between Slackware and e.g. Gentoo.
If you want to install, say, Eclipse, you download the source and a SlackBuild script.
But as you said, a lot of the packages you need are already included (contrary to Gentoo, LFS).
I am very much like yourself, I began with Ubuntu but quickly wanted to know more about GNU/Linux. I chose Slackware and used it for around 2 years, it is awesome! You will have to read the documentation and occasionally ask for help in LQ (most answers are already here) but it is worth the effort. Slackbuilds help you install packages and by reading them, helps you to understand shell scripting and compilation options.
I then tried Gentoo and really enjoyed it also. It has a great community and handbook to help solve any problems you encounter. I also built my own LFS as an experiment, but my thoughts are that you should get familiar with either Slackware or Gentoo before trying it.
Funny enough, I am now using Xubuntu 10.04, but thats only been for a few months and I'm looking for a change again. The great part is, I am so much more confident about using it than I would have been if I never tried the other distros.
As you probably know from all these posts, they all are good ! Everyone has his/her faivorite, but most people try few distros before they settle on something that meets their personal preferences. My personal favorite is Fedora, currently it is version 13, but I do not imply in any way that it is "the best", it is what I like. Take a look on Linux Jazz sets by Unix Academy they contain many distros