|OpenBSD has been through a complete audit of all the code in the base distribution, comes with ssh and the like by default and has security settings at kernel level. This last thing is the most important, you cannot even run X without enabling it beforehand, set some attributes in the file that can not be changed without changing the kernel security level and so.
There are some patches for the Linux kernel that do things like that, but as they are not part of the main kernel, they might break something and don’t come by default.
One thing I like of OpenBSD is that it has emulation libraries for other OSs, such as Linux and Solaris.
On the other hand, I have had OpenBSD dying on me while installing packages (and not the base ones), so stability is not that great (I’ve only managed to crash Debian with PCMCIA and nm256).