Okay, I actually meant more like setting up the internet or programming, but I wanted to be general so I could get some personal experiences.
For me internet was a breeze so were hardware expansions, I never took the risk of buying some new fangled hardware.
I did have a lot of trouble going from ROM 1.3 to 2.04 and up it was years before I later got Relokick.
It also took me a while before I got a hard drive too, they were unbelievably expensive.