Currently Ubuntu is the recommended distribution of choice.
Ubuntu is a very popular distribution recommended by many for it's ease of use.

Which distro should I use?
The biggest question vexing people new to Linux is what in the heck distribution do I use!!!
At 600+ mb for basic installs, And around 4-5 popular distros around - where do I start?

Your not alone! Already there are people successfully using AmiBroker under linux.

Using Ubuntu 8.04 is a good choice due to it's LTS plan (Supported until 2011).

The most popular free distributions are:

Ubuntu: http://www.ubuntu.com/

Fedora: http://www.redhat.com/fedora/

The most popular paid distributions are:

NovelSUSE: http://www.novell.com/linux/

RedHatEL: http://www.redhat.com/rhel/