That said, installation of software on Linux has been one its shining points for a long time. Package management is awesome and neither OS X or Windows offer it.
Right now the situation is that if you want anything that's not in the "official" package repositories (probably the majority of software ...) you are getting into a world where installation is harder than in any other OS. And that is true as well for open-source applications (you want newest blender or one that is months behind?) as closed-source applications (which simply don't get into official repositories anyway).
I also tried using one of the binary installers for a while, but when it stopped working with newer distros (my application still worked) I guessed that tar.gz and zip are for the moment simply the best I can really offer and that's still what I'm using for now.
Google Chrome uses this mechanism and it seems to work well. You install the .deb package manually the first time and then the package manager will update it automatically.
I thought that this solution was really great when I saw it.
[note] OS X does have a package format for more complicated stuff