I generally gravitate towards Debian derived Linux distributions; although, I spend quite a lot of time on the Red Hat side of the tracks as well. My primary reason for liking Debian and Ubuntu is the package management. I plan on doing a whole series on apt and dpkg tricks in the future, but for the moment, here's a really easy way to find out what package a file belongs to.
travis@travis-desktop:/home/travis% dpkg -S /bin/bash
Only install from tarballs as a last resort, and you should be able to track down over 90% of the files on your system.