This.

Whenever I've hit challenges when learning to set up things (like recently making the move from Windows -> Linux and having to start from scratch with my dev environment) I've learned the most. Also, it teaches you that you've got the determination to succeed, which at some point you will need to be an effective programmer.

I learned that way. You need to think carefully about whether you really want to be weeding out people with insufficient tenacity at this early stage. I think there are a lot of people who, even if they're never software professionals, would benefit from a really easy-to-setup environment. There's plenty of time for playing with environments later, when they're better able to decide whether it's worth the trouble for them. Before they've got something running, a beginner doesn't know yet, and it makes little sense to deal with all the frustration on the slim chance they'll get something out of it.

Actually, though, Python is probably sufficient, especially with the nice-ish tools that come with it on Windows (nice-ish meaning less ugly than a cmd window).

If not that, a collection of resources for each language so people aren't sent down rabbit holes where they have no idea what they're doing.

Rails Installer was pretty close to this.

action.io

Maybe devtable[1] could be extended in a way thats a little more bent towards code education.

[1] http://try.devtable.com/