Actually, of all the OSs I've used (OSX included) Windows has been the longest to setup. With OSX you just buy a Mac and done. With Linux, you boot to disk, push next a few times, it runs and you're done. I honestly don't know what Windows does when it's installing, but it takes forever (Win7/8 included).
For most people Windows is just buy a PC and done.
I don't know what kind of magical Linux distros you've been using, but that has never been my experience on consumer grade hardware, every distro I've ever tried has had some oddball installer issue, usually related to either the network or video card. The short summary list of distros (less version information, since I don't remember) is: Linux from Scratch, Linux Mint, Ubuntu Linux, Slackware, Debian, Mandrake, Mandriva, and CentOS (so not very comprehensive).