You could have look at the Quantian distribution. It has a pretty good selection of the best-known and most well-established packages:
http://dirk.eddelbuettel.com/quantian.html
It is a variant of Knoppix, so runs as a live CD. Knoppix can also be installed on HD. Not sure if Quantian makes the same provision. A cute feature is that if you have a network you can reboot all the machines with Quantian CDs and have instant distributed computing.