Both Windows and Linux require tons of updates on a monthly basis, either for the operating system, or for the software you use. In the case of Linux, I guess things could be improved if you tailor the distro to your needs.
It would be nice if there was a way to update everything from Windows Update, but in that case, there should be a way to cleanly uninstall any piece of software, since some apps leave many things behind. Mac OS X is a different thing, because its updates are not nearly as frequent, and so, they're fairly bigger, but they also improve things and introduce minor new features, so in a way they can be considered Service Packs.
Also, one thing it's usually forgotten, it's that Windows Update rarely includes hotfixes, the sole reason XP was not perfect for me until SP3.