The thing that really annoys me about *NIX variants is just how often it seems to happen that a software installation will break in some way and nothing can be done to fix it, unless you're pretty damn good with the OS/package manager in question.
The usual (but rare) reason an installer breaks on Windows is because of a corrupted download, otherwise it is rare that I've seen any installer issues. Nor can I remember the last time it happened to me on AmigaOS either, but I've not used AmigaOS as much as I have Windows. On all *NIX variants I've tried (a number of Linux distros, and FreeBSD), even seriously popular software installs break, the ones I would have thought would have been tested far more, such as Gnome, break, and it has always been the reason why I've stopped trying out the OS in question.
This is usually where people will say that their favourite package manager is the best since sliced bread :-)