In my case, many times the scheme was simple: Live CDs working flawless but when it goes to install... kernel panic.
He. Once I couldn't get my net working after HDD install and the only help I get was: "Google it, f*n n00b". OK, I did it. After dozen of hours in net cafeterias and many days of trying, the only thing I learnt was that "It is my fault for buying crappy wireless card". Well, it worked under Windows and any Live distro I've ever tried.
As I wrote in previous post: too many nines which drove me back to MS software. It is stupid but many times I felt too strange seeing looks full of disgust from "gurus", after they discovered that I own full-payed version of XP. It is not my pair of boots being somewhere unwelcome.