Not the Holy Grail?

Be aware that Linux is not magic fix it software, It's just a lot better than Microsofts offerings.

Every OS has quirks, And Linux has it's fair share as well. However the main point here is that Windows also has (more) quirks - But most people are now so used to them - They just seem like accepted parts of the Win OS. When you switch to Linux, You are presented with a fresh set of quirks - Though because you are not used to them, They seem like impossible to live with nuances.
These quirks will become less relevant as you learn your new system, You didn't learn windows overnight so you shouldn't expect to learn Linux overnight either.

Any OS takes time to setup, When you setup a fresh install of windows xp - It really does take a long time to get everything configured the way you like it and all the applications installed that you need.
Linux is similar. Except that because your new to it, Setup may take a little longer and appear to be a little more difficult at first. This is normal and the same issues would arise if you were switching to Amiga, Mac or any other OS your not familiar with. Once you are comfortable with Linux however, You will find these processes easier than their windows counterparts.

Most Linux distributions come with pre-packaged software. This means is a whole lot more than when you just get some extra bundled software with windows.
Generally speaking - When you run an update on Linux you will update not only Linux itself, But all the packages on your system. Everything from Word processor to Video drivers can be updated in one simple command. Windows users are so used to going to said website, downloading new application, deinstalling old application, installing new updated application. then rinse and repeat for every application installed on the machine (Not to mention windows updates) that using Linux tools such as YUM and APT-GET are almost a shock! (A pleasant one!)

Be warned though, Initial updates to Linux can be quite large because of this. ie. all Word processor, Web browsers etc. are usually updated on the 1st update. This can make a 1st update nearly 300-400mb in size.