Does it matter which distro is more secure? After reading dozens of Linux posts, most users are set for Red Hat, Gentoo, Slackware, and Debian. Does this mean that there the most secure of all other distros out there?

They all can be tightly secured as long as you keep them up-to-date. Some run firewalls out of the box and some don't. Read up on the one you think you'll want to download. There's no shortage of security sites out there, so it doesn't really matter; as long as you like reading.

This is very true, but I would also recommend placing some final defensive messures in place kernel level aswell as userspace level, things like execshield (In fedora kernel's, red hat kernel's, some patchset's and possibly others) and seccomp (merged into mainline development tree) will add improved security to any machine. For user space defensive messures, I'd recommend placing in something like tripwire (MD5 verification for you're system) aswell as snort (IDS) and other such warning messures. With these kind of messure's in place, you can maintain a highly hardened system which will be extremely hard to exploit without getting caught. I would also recommend you place some TCP flag inspection in any iptables setup for a stronger firewall protection.

It isnt just a matter of the distro, its what you do after you install it that matters the most.

Kill services.
Install hardening software.
Keep everything updated regularly.
Install file integrity scanners.

And keep reading this forum, as you'll find little tweaks to add to your collection. The people on here are pretty damn knowledgable.