I've used apt-get Debian and apt-get RPM for RedHat/Fedora, and both make package management much easier than installing RPM's or Deb packages without them. Slapt-get for Slackware does essentially the same thing, only with .tgz packages. It's really so simple, you can't mess it up. Just go:
And it does it all for you.
Also, I've used Gentoo. Even though I can appreciate their philosophy, I for one just don't have the time necessary to get a Gentoo system up and running. Yet, when it is up and running emerge works well, but again, takes forever to build the apps. Yast in SuSE is pretty easy, and urpmi for Mandrake is easy too.
All in all, I'd say Linux beats the pants off of Microsoft for ease of installing packages.