My personal 'Distro of choice' would have to be Gentoo.. Unlike most linux distrobutions, Gentoo gets compiled from the ground up, making it as stable as possible for your intended use. although there are different 'stages' avaliable (Stage 1, you download and compile EVERYTHING, Stage 2, All the important parts come included, you just need to download and compile everything that makes a system work, and Stage 3, the only thing you need to download and compile is your kernel). It comes with a fully covered manual to help you on your way, and some handy little features to make your life easier (for example, emerge will automatically download and compile packages with relevant patches for you).
Its great if you wanna get your hands dirty when it comes to building your system, and due to its nature, allows a lot of customisability
[EDIT]As a note, if you plan on installing the XFree86 system, you might as well stick to windows. i find X pointless for what was designed to be a 'command line system' :p[/EDIT]