A couple of pointers:
1) While far from strictly required - CentOS or RHEL would be preferred springboards for Nagios in particular. Internally it's what we use and as such the documentation, scripts, etc are all more polished on those Linux variants
2) Compile from source, don't bother with RPMs or packages. It isn't much more difficult and it will keep us from having to continue to answer Nagios 3.x questions 15 years from now
In addition, 4.x offers substantial performance improvements.OK to lock this topic?