http://www.awe.com/mark/blog/20101130.html
And as much as people dislike SELinux, it does help a lot in confining applications. OpenBSD does not provide comparable techniques.
OpenBSD always goes with simple, easy to understand solutions that "just work out of the box" and can be easily configured and maintained. They build those simple solutions into the OS, they do not (and will not) bolt on complexity.
Yes, we hear this every time. But this is the same project that advocated systrace, which provided access control with respect to syscalls. I do not see much of a difference between systrace and a mandatory access control framework, except that the implementation of systrace was flawed, it didn't support file labels, and SELinux has a more sophisticated policy language.
The OpenBSD Project has a very narrow view of security, and do little to improve attack mitigation for software that is not in the base system (ports).
Most Linux distributions I've played with (CentOS, Redhat, Ubuntu Server, Debian) are pretty mediocre when it comes to security. I've actually stopped using Debian since this incident :
http://www.debian.org/security/2008/dsa-1571
In addition, my own experience would point out that OpenBSD is more reliable than Linux, but I'm just a single data point.
For development however, we use FreeBSD for a wide range of reasons including ports freshness.