Going through "Bobs Rad Repository" sounds great until they take a month to finally support PostgreSQL 8.3.7 (I'm looking at you, Gentoo). "Bobs Rad Repository" also usually only has binaries for the latest and greatest version of "Bobs Rad Distro". Once a couple years go by, you can forget downloading binaries that work on your two-year-old version of Bobs Rad Distro.
I'll take the Windows Way, or failing that, the FreeBSD/BSD way where I can at least edit a damn Makefile in the portstree and submit a diff to the port maintainer when crap isn't up to date.
I'll give you that sometimes the maintainers of packages for Gentoo do lag behind...but if you're willing to edit a Makefile for BSD and pass that on to the maintainer(s), why not submit an ebuild? Or short of that, I've found that it's easier to compile from source sans package-system support in Gentoo than your standard binary system since it's a lot more likely you already have the necessary dependencies for compilation.
Someday somebody has got to decide whether the typewriter is the machine, or the person who operates it.