OpenBSD is a "Unix" variant with an emphasis on security. From the OpenBSD web site:

The OpenBSD project[, headed by Theo de Raadt,] produces a free, multi-platform 4.4 BSD-based UNIX-like operating system. Our efforts emphasize portability, standardization, correctness, proactive security and integrated cryptography. OpenBSD supports binary emulation of most programs from SVR4 (Solaris), FreeBSD, Linux, BSD/OS, SunOS and HP-UX.

Given sufficient work removing unwanted software and adding security-related utilities, one would suppose that Linux and OpenBSD would offer similar security levels (given that they are both similar to Unix and that they share much software and code). However, beginning from a "secure" installation and adding required packages only seems a better starting point. (The web site claims Four years without a remote hole in the default install!) The author is investigating OpenBSD further at the time of writing.