You can download complete Linux VM images that just work from the net. VirtualBox is free and is installed in 5 minutes. It's hardly frustrating. Certainly less so than getting a RPi up and running, not to mention you end up with an odd, underpowered device secondary to your regular machine.
That's not to say the RPi isn't an interesting, rewarding experience on its own merits -- that's why I got one --, but I wouldn't recommend it to anybody interested primarily in getting a *nix environment for experimentation or programming.
