On the other hand, how often have you heard that it's more difficult to get software/hardware working on Windows compared to Linux - but others do it for you so you aren't exposed to the problem?
My personal experience is more of the latter and much less of the former. The latest example I have to offer is that of hardware made by Microsoft itself - LifeChat USB audio headphones.
A bit of background. My children have run through eight pairs of headsets in the last two years, most of them LogiTech, for one reason or the other - the sound fails, parts break, the wires come loose. Each set costs something in the region of $40 so it ain't cheap stuff.
Whenever any set which they are using fails, they grab the one sitting on their mother's PC and behave as though nothing has happened. I have to then buy my wife a new set.
For a while this problem hasn't reared its head. The last time it did, in 2009, I invested $45 in a Microsoft LifeChat USB headphone set and like most of the hardware that Microsoft makes it has been good value for money - I have been using a Microsoft PS2 mouse for the last 10 years.
But a week or so ago, my daughter's headphones broke and she grabbed the Microsoft set. As an interim measure, I set up the onboard sound card on my wife's PC for use with an ordinary set of headphones. I figured that all I had to do was to plug in the new headset and use it.