And having done about an equal number of installs of each across nearly two decades, I've found it's exactly the other way around. The Windows installer pretty much does everything for itself and then the desktop comes up and Just Works. At most I might have to install a driver to get some more-newfangled hardware to work right. And it's never once totally failed to install. Conversely, I've yet to see a linux install work flawlessly out of the box (including Ubuntu, which has annoyed me into giving up on it entirely), and some wouldn't install at all in the first place -- on the exact same hardware that runs any random version of Windows just fine.
I no longer have the patience to twiddle the OS into working right, or working consistently -- frex, I like Puppy, and had it on my laptop for a couple years, but the wireless only worked half the time even with everything being exactly the same from one session to the next (and our entire LUG couldn't figure out why), and I've never gotten sound to work at all. -- And I liked Mandrake 7.2, but there again some things never worked (sound, for one).
And I detest the Mac desktop. So -- I use Windows.
I would LOVE to see linux/BSD do well. We need the alternatives. But my experience has been discouraging.