The link JoshTriplett gave is a simple script, nothing that takes any time to make it usable after you download it (assuming Python is installed).
But, different strokes for different folks: and choice is usually never a bad thing. Of course, I learned long ago not to throw the baby out with the bathwater.
Personally, I have a few Windows virtual machines and an old, cheap Windows XP laptop around for those rare occasions as well as a Windows 7 dual boot install for .Net development.
However (again, anecdotally), I've not had a problem with using Linux day-to-day. Nothing has been difficult and I appreciate the power the CLI affords me.