If you don't want to "learn" how to do stuff, and just want a vpn gateway/router, toss on a distro like m0n0wall, ipcop, smoothwall, pfsense, clarkconnect. It will work like a charm for what you want, but won't be a learning expierence.
If you want to learn, slackware is a great distro to learn on, but be warned, it doesn't hold your hand like distros like fedora do. It can be a very small install if you want. It's what I use, and what powers all the big lan game servers.
Slackware would be my choice, you will come out of it learning everything about a linux system.
Gentoo is also a good distro to learn on, but I have some issues with it (namely gentoo ricers)
I have a feeling billabond is gonna chime in with Debain/Xandros. It is good as well, apt is an amazing package management system, ubuntu will probly get mentioned, but it is a little more bloated than the above.
links:
Slackware
http://slackware.com (guide
http://slackbook.org )
m0n0wall
http://m0n0.ch/wallGentoo
http://gentoo.orgDebian
http://debian.org