I recently moved from Windows to Ubuntu and I understand a part of your frustration. There is a big learning curve initially but once you cross that, things won't be a nightmare anymore.

Configuring applications is still a hassle. Sometimes I think that a large amount of productive time is wasted on the figuring out things in linux. The irony is, even after spending lot of time over wikis, forums, irc etc one still have no guarantee that the things will work in your system or not.