Here are some thoughts on Slackware Linux.
Better than most other versions of Linux. Similar enough to the sanity of BSD style heirarchy which means most things are where one might expect them to be. That is, except for /etc/ which is somewhat different to what you might expect.
Have a look in /etc/rc.d/, lots of junk gets started in there, and you will have to do a lot of editing and messing around with startup scripts to make sure that things get started in a sane manner.
Not quite as nice as being able to go to one place like /etc/rc.conf but better than a full blown SysV setup like crappy Linux versions (RedHat etc.) use.
XFree86 needs to be configured correctly just like any other system, I do this by hand since I always get better results first time that way. Use the auto config tools if you must, I don't care.
The place to look for starting a graphical login is /etc/inittab, just change the 3 to a 4 in the line id:3:initdefault:. Be careful though, by default you will get the KDE login manager KDM, if you want GDM or XDM you can do some editing in /etc/rc.d/rc.4 or just make KDM non-existant or non-executable, whatever.
I use GDM and Sawfish my extra-special GDM login screen is available here. Here's my .xsession script and here's my .Xresource file too.
A firewall is a must have item and here is my iptables script. I also like to start up Snort too here's how I do that. The Dell Inspiron 8500 has an onboard nic and for whatever reason Linux doesn't seem to be able to grab a DHCP address at boot time, so here's how I force it to get an address.