These "hardened" distributions you keep mentioning are generally not for desktop use; they're for high profile servers containing gigantic databases of credit card numbers, social security numbers, classified information, etc. Honestly -- scout's honor -- if you are setting up a desktop OS for personal use, you do not need to look at any special "secure" versions of Linux. Linux itself is inherently "secure" by design, and is made even more so since Windows is a much bigger target (much greater market share) for trojans, viruses, etc.
If you are really that concerned about it, there are several things you can do to make any Linux distribution more secure, such as running
bastille , configuring a firewall with iptables or one of it's frontends like shorewall, uninstalling/disabling unused services, and so on.
Hope this helps!