They are all pretty much the same, but there's a specific distro that has some pretty good games preloaded. http://www.games-knoppix.org/

They're fixing some bug with the latest version, so come back in a few days to download the latest version, or if you just wana experiment with it, you may also download one of the older versions which are pretty good as well. I used V5.0, and it had a lot of games.