If we limit this discussion to the three major operating systems - Linux, Mac OS X, and Windows - then all have their distinctive set of advantages and disadvantages when it comes to the methods they use to install software. To start with Windows - while installers are generally easy to use, each application seems to use a different type, which can be quite confusing. And even though most Windows applications can be removed from the system using the Programs module of the control panel, they can't be updated from there. The end result is that you get these nagging dialogs each time you start your application, asking if you want to update it, which seriously interrupts your workflow. It's annoying, and highly inefficient.
Mac users claim to be much better off, but in fact, that's nonsense. Mac applications mostly lack the annoying installers, but in return, they leave a trail of files all over the system that you can't remove easily without 3rd party tools. To make matters worse, Mac OS X also allows for installers, but these installers almost always lack an uninstall option. Most of Apple's own software included. In addition, the Mac still suffers from a lack of a central updating tool.
Linux users claim to have the holy grail of application management, but they're also wrong. Yes, they have this elegant central updating and management utility, but in return, you are limited by how up-to-date your distributor is keeping its repositories - or how much stuff they put in there. It's quite annoying to know that a new version of Pidgin is out, but your distributor hasn't packaged it yet. On top of that, these central updating mechanisms in Linux are - still - notorious for making a mess out of things during more complicated update sets.
The thing is, all of the different mechanism have their strengths and weaknesses, and claiming one is better than the other is like arguing over which method of suicide you'd prefer - you're going to die anyway, so who gives a rat's bum. What we need is to take application management to the next level, to combine all of the strengths of the various mechanisms into one. I made a hypothetical proposal once (be sure to read the comments, very insightful stuff in there), and I still believe that the system I proposed then is far, far superior to anything current operating systems have to offer.