For CentOS4.x or RHEL 4.x, install @Everything
- You can't predict what your users are going to want. Installing everything increases the chance that what they want will be there already.
- Disk space is cheap.
- It isn't dangerous like it is in 5.x
For CentOS 5.x or RHEL 5.x, you can't install @Everything.
This is because @Everything is no longer an option. Someone decided that installing @Everything meant people would potentially be installing things that they didn't understand and might be vulnerable in some way. So: @Everything is considered a security risk.
On the one hand, see the section on CentOS 4.x.
On the other hand, they are right -- installing all the option groups in CentOS 5.x will get you the Virtualization group, including the kernel which lets you use the computer as a Xen dom0, which you almost certainly don't want to do