These are my personal experience with the following setup:

Server:
Asus P4P800 SE with P4 2.8E, 1G RAM Built in Marvell Yukon Gigabit Lan as terminal server port, additional 100mbit Lan card to ADSL modem

Clients:
1. Dell Optiplex GXi Pentium 166, 32mb ram, built in 2mb video ram & Lan
Using Floppy Etherboot ROM 5.3.8
2. Pansonic-CFR1 centrino notebook, 256mb ram, built in video & Lan
Using Intel UNDI, PXE-2.0
3. Acer TravelMate Alpha-550 256mb, built in video & Lan
Using Accton Network. PXE

LTSP Knoppix
Pros:
1. Run from CD, no "from scratch" installation required
2. No hardisk required, no "What to do if my harddisk crash?"
3. Wonderful Terminal Configuration Screen. Scroll mouse easily activated.

Cons:
1. Slow boot up on my notebook clients, expecially during transfering kernel.
2. Slow net surfing on client. slow application activation.

Problem:
1. I've try on knoppix-installer to do the harddisk installation(third option:debian) & ltsp 4.1. Too difficult, failed, wasting my time, gave up!!!

2. My Dell Optiplex GXi can't find the miniroot.gz, these are the message after the boot:, not sure what is the reason, it is because of 32Mb ram?
boot:
Loading vmlinuz.................................
Could not find kernel image: miniroot.gz
boot:

LTSP SuSE 9.1 Pro
Pros:
1. Superior hardware detection + configuration.
2. Fast Loading for my terminals, All works, even my Dell Optiplex run fast enough for internet surfing + office, but not game.

Cons:
1. Harddisk installation, if my harddisk crash, i got to reinstall, as i got no backup for my harddisk. (Can't afford now, maybe later.)
2. Pay $ to buy. (But i think is worth the $, the openoffice load much faster than knoppix)
3. Lousy IM Chat Client "Kopete", Knoppix use "GAIM" which is better.
4. Installing Yahoo messenger just screw up the kdm user login. (I've to uninstall Yahoo messenger & delete the user!!!)

Fedora Core 2
Asus P4P800 SE just not able to boot the installation CD to the installation screen, gave up

Gentoo
Feel cheated, use damn whole day to install, end up stuck with "Kernel Panic: not able to mount ..." the forum posted solution, boasted solved, but really non of it works.

Mandrake 10.0-Official download
Can't install with all the file can't be found from CD during installing files to hd. Not sure what happens

Other LTSP Distro
Found that the OO is too old, kernel is 2.4.x.

Conclusion
The Winner for Me is SuSE 9.1 Pro.
Who knows maybe Knoppix's next version will be my choice, cos i like the idea of harddiskless. Cost saving + Easier to maintain.

Anybody know that there is any better solution than LTSP 4 + SuSE 9.1 Pro, please recommend, thanks.