I've never installed a custom ROM, in spite of being very tempted to do so, because the tools to get one installed are largely Windows based and are seemingly universally closed source.
Using closed source software to do something "they" don't want you to do seems like a great way to invite malicious code onto your system.
I'd run it from a VM but then there's the whole USB passthrough issue and I'm concerned about bricking my device.
Even the god damned Nexus phones don't have a hidden switch the enable root. Nope, have to use some kind of exploit.
If there was some way to install a custom ROM *through the front door* I'd do it.