I installed OpenBSD some time ago...I was not impressed by it at all. Its all hype over proactive security auditting, but its hardware support and technology even lack behind NetBSD (e.g. no WPA support, old devfs, no plip, old tun, etc...)!
FreeBSD project has such a team that combs the kernel source for vulnerabilities, but this isn't an advertising point!
I will say that OpenBSD does have some neat memory security schemes and an awesome firewall ... but in the end the proactive auditting is really just a bunch of hype.
As it stands, Solaris, OS X, FreeBSD, and Linux, are among the leaders in security features in the Unix world.
FreeBSD and OS X share security features derived from TrustedBSD, Darwin's OpenBSM, and some Mcaffee developed features in OS X.
Sun has BSM
Linux has seLinux