Compiling? Surely, I don't know what you speak of. And I use Gentoo. Sure, my system compiles all the time, but, generally, I don't need to deal with the headaches. The portage system (inspired by BSD, I hear) takes care of it for me. "emerge XML-Twig yaml wxperl" and off it goes, grabbing all the prereqs, including perl itself if it's not already installed. It's about as easy as "cpan -i DBD::CSV".

Adding up the headaches of each, I personally believe that Gentoo comes out way ahead on the Tylenol-o-meter. Generally, if I have a problem, a google search will turn up a how-to, including intimate details on configuration files to look at, etc., whereas when I want to do anything even moderately advanced on Windows, I get lost in all the different configuration dialogs, not to mention the myriad of tabs on each, many of which have buttons that bring up yet OTHER dialog boxes. At least on Linux, I've learned that "find /etc -type f | xargs grep -i blah" will often find the right configuration file for me (much better to get the computer to do my work for me than for me to figure it out myself).

DLL Hell: Gentoo wins ("revdep-rebuild" - I suspect other source distros can do likewise), binary distros come in second (hopefully your distro got all the dependencies right for the recompile), Windows is starting to catch up, but without a centralised repository that all vendors can use will never quite make it. Configuration: Linux again wins. Many distros have funny-lookin' GUIs to compete with Windows' control panel, but Linux also has an advanced mode which means you can get better at it. Windows just takes up too much room in the ole noggin' trying to remember which dialog box is where, and what sequence of boxes and tabs and buttons need to be pressed to get you where you want to go. Out-of-box experience isn't hugely different nowadays, either, with defaults generally favouring the newbies anyway. Viruses: Again, Linux comes out ahead. With nearly zero (if not actually zero) viruses in the wild to concern yourself with, the exposure is small. Even once this becomes popular, the chances of hosing your entire system are slim to none, though backups are still required to protect your data which a virus really would have access to.

Writing off a "whole OS" over viruses seems prudent to me.

Full disclosure: I'm like your maid. I don't do Windows. I've used every version from 3.0 on, except ME, but for real systems (like servers or desktops), I use Linux, AIX, or SunOS (HPUX if a sufficiently large gun is held to my head), and used to use OS/2.