If you're looking for a challenge, get a copy of Microsoft Vista 
I got a copy to build a Vista test machine. The installation was pretty easy. But from then on it's all been downhill.
Firstly there is the infamous User Annoyance Control (UAC) which really sucks. This sums it up well..
http://images.apple.com/movies/us/apple/getamac/apple-getamac-security_480x376.mov
So that got turned off. Problem now is that it nags you every time you boot telling you that you are not protecting yourself properly.
Then I spent a day trying to map a network drive from my main machine. It could see it alright but as soon as I tried to access it I got the very helpful error message "Access Denied"
After much screwing about I found the cause. Vista had taken my previous user account, Bob, and upgraded it to Vista. Except it had not done it properly. Somewhere along the line it had called it "End User" instead of "Bob" and the end result was a sabotaged user account that did not function properly.
I had to delete this account and re-create it from scratch.
Yesterday I discovered a more serious problem. It seems that Microsoft in their infinite wisdom have decided that Services can no longer interact with the desktop. This is to help us, remember. Well the result is that if you now run NCW as a service it can no longer run on your desktop. It's basically invisible. It still works and records fine. Just you can't see it.
Well that's not quite the whole story; when it starts you get a message telling you a service wants to display a message. If you click "show me" it brings up the NCW screen on it's own desktop. You are meant to look at the "message" and then click OK when you are finished. This is due to the dim MS view that services are console apps that rarely interact with the desktop. They did not bother to find out how people are actually using this feature. Or even provide a way of switching it on or off.
So here's a really good reason to stick with XP
We are talking to Core Technologies, the AlwaysUp people, to try to find a solution to this mess.