I used to recommend Auditor for security testing through Linux. Auditor was similar to Knoppix, the bootable “live” version of Linux, but it came bundled with a ton of security tools.
Now, BackTrack, a combination of Whax and Auditor has replaced it. This build is version 1.0 but if you were a fan of the Knoppix security build, Whax, or Auditor, check it out now. You do not have to invest anything since it can run from the CD. There is no installation required. Just download it, burn it to a CD, and go.