Just about every programming language know to geek-kind is supported on linux, let's see:

Smalltalk (at least 3 dialects), Java, C, C++, perl, Python, Haskell, .NET, php, javascript, a few versions of Basic, and on and on. And there are free tools for them all. You're probably better off using gvim or emacs to write code than Kate, or grabbing one of the many IDEs out there.

The Sun JDK isn't included with Knoppix, nor is Mono, or any of the Java or Smalltalk IDEs, but to be honest, you'd not really program from a liveCD anyway, would you?

You need to do a Debian style install to HD and then apt-get the other tools, but if you're going for aHD install then Kanotix [knods to Harry, asleep in corner] is probably a better bet.