Ubuntu comes with one by default. Double click on a torrent file and it should start up for you. Knoppix and Slax don't come with one but it can be added easy enough. Fox Slax just copy a bittorrent module to the module folder. For Knoppix just use the package program.
On a side note I believe most disttos come with wine, so you could use utorrent as a portable app. That way you could use it on windows and linux from a usb flash drive. That might not work. Something I have been wanting to try. I know it works for portable firefox and thunderbird.