In my opinion, Redhat is as easy as windows to setup, but it has also very narrowed customization options. As samandhi mentioned, I would also use BSD. In this case I would choose OpenBSD though as OpenBSD ships with no stupid useless stuff by default, such as small games and stuff, and I also chose OpenBSD because it uses OpenSSH as it's telnet replacement, and it has a more friendly file structure =)
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