Wiring up a Nest isn't too bad, you just need the precious C wire. Most of these fancy thermostats require the C wire for electrical power, and many homes lack it. They have a work around, but it requires re-wiring and you lose some functionality (do not recommend).
PS - No idea why nobody offers an AC adapter as an alternative to the C wire. All the C does is provide electrical power anyway...
[0] The middle white thing: http://i.imgur.com/kNUPqvF.jpg