What's wrong with our setup

In preparing for our trip to Socal this week I spent a lot of time installing the WDK on different systems last week.  It wasn't because I had a lot of work to do, it was because setup is so difficult.  Let's be honest, WDK setup is not good right now.  The internal arguments usually go like this...

"It's broken!"

"No, if you do each step correctly it works every time."

"It didn't work on my system."

"You must have done something wrong."

So, technically it works but the usability is so bad that failed installs are very common.  Worse, failed installs can leave little things on your system which will make your second attempt even more difficult.  Yes, we're going to fix this.  I would like you help though. 

What setup problems have you run into?  Please be as specific as possible.  If you can give me very clear details I'll work to ensure the issue gets fixed.