Is the search on this site still broken? We've only had this same question half a dozen times in the past three months.
One thing that I guess no one has ever spelled out in these forums: the fundamental capabilities of Linux, whether it's firewalling, routing, traffic shaping, resource limits, file system support, whatever... are all supported by *every* distribution. These are features of the kernel and every distribution runs the linux kernel.
Sometimes you may need additional packages to enhance or manage these services, but just about every major distribution contains the administration packages for these features, and if it isn't included by default, then you can probably find it packaged somewhere. Even if it isn't in a package for your particular distro, you can still grab the source and compile it.
For example, the kernel supports iptables and nearly all distros included the tools to configure your tables. However, iptables is not particularly newbie friendly, so there are several dedicated firewall distros and these contain more user frienly tools for maintaining your firewall. But there's no reason you couldn't grab the web admin interface from IPCops and install it on your SUSE distro. I'm particularly fond of firewall builder, so whatever distro I'm running on, I just grab it and install it.
Everyone seems to have a favorite distribution. I'm extrememly adept and managing packages through RPM, so I'm most comfortable in RedHat and Fedora. But whatever distro you chose, there's going to be some learning curve of figuring out that distro's way of doing things.
I'm still learning what tools Fedora provides to administer my system, just like when I installed Ubuntu it took me a little time on Google to find the Debian way of configuring my ethernet interfaces. But in the meantime, ifconfig and route were right there at the command line for me to manipulate my interfaces and routing tables, and sure enough, I could edit /etc/resolv.conf to get DNS working.
Here's a tip. I'll bet you dollars to doughnuts that you are going to install you machine more than once. If don't have enough experience with linux to chose a distribution, then whatever you pick, you're going to install it, f*** it up and end up installing it again to get it fixed. If not, you're going to learn enough about the system to see that you really wish you'd partitioned your drives differently, or chosen the server install rather than the client, or a dozen other things.
So the tip is, get a distro and install it. Play with it and understand it, because the fundamental concepts of how a Unix system works and especially what utilities do what and where files are located in linux are going to transfer between distributions. Then, when you screw it up, install a different distro, because at that point the learning curve for figuring out a different one will be almost identical to what you had just experienced and only slightly worse than if you'd installed the same distro again.
All that being said, you should use Fedora, because that's what I use and I'm always right.