I agree with these two. The OS is solid and hackable as is, and with your background, the last thing you're gonna need is a huge unknown quantity. Start small with something that interests you; you mentioned proxies. Setup scratchbox and build tsocks. After you get that up and running, come back and see us, but forget about different OS's for the time being, except for maybe an Easy Debian or Easy Mer chroot.

Sorry, that's about as uncondescending as I can be.