We were expecting eye gouging and body slams, but this review of several thumb drive Linux distributions will do. They compared Damn Small Linux, Puppy Linux, Xubuntu, and Fedora. They don’t mention why they chose these four specifically, as UNetbootin has many many distributions available. They put each through its paces, listing common issues and boot up speed.
Their conclusion was that puppy Linux was preferable as it has a graphically nice interface and the ability to have persistent data storage on the disk. They have a poll going though, so head over and voice your opinion.