Darknet.org.uk lists the top 10 security live-CD's, amongst those are Knoppix-STD, nUbuntu and Knoppix
See them all here
Extra – Knoppix
Remember this is the innovator and pretty much the basis of all these other distros, so check it out and keep a copy on you at all times!
Not strictly a security distro, but definately the most streamlined and smooth LiveCD distribution. The new version (soon to be released – Knoppix 5) has seamless NTFS writing enabled with libntfs+fuse.
KNOPPIX is a bootable CD or DVD with a collection of GNU/Linux software, automatic hardware detection, and support for many graphics cards, sound cards, SCSI and USB devices and other peripherals. KNOPPIX can be used as a productive Linux desktop, educational CD, rescue system, or adapted and used as a platform for commercial software product demos. It is not necessary to install anything on a hard disk.