If you're concerned about security, then OpenBSD is for you. Period. All the other BSDs are secure too, but OpenBSD really shines. Also has a tight nit community. Works great on soekris embedded systems as firewalls!

OpenBSD aims to be a very secure operating system. It audits all its code and even the code that it doesn't directly manage. This is an excellent OS for creating a firewall or router. It is also very usable as a desktop machine -- although I don't use it as such.

Like NetBSD this also has a text install. This install is not very friendly but seems to work a lot more reliably than the NetBSD version. Once the install is done you will want to do some configuration of the machine to get it like you want.

This is very well documented and offers a lot of features. Version 3.5 introduced CARP... which is a redundancy protocol that allows two computers to share an ip address, load, etc. If one machine goes down the other one takes over with no indication to the end users. This feature is very cool... although I doubt many home users will find a need for it (OpenBSD doesn't really market itself for home users or the desktop -- although it is great for those as well).

This is a very full featured and well built product. If I hadn't found FreeBSD first this would probably be my main OS.