The world of torrents is pretty chaotic. You have to make sure you're "connectable" (ie, if you have a NAT router or firewall, you need to punch holes open for the BT client). Then you also need to make sure you upload at a decent rate to your peers, but not too much or your downstream will die because of upstream traffic.
Then there's the whole business of finding "good" torrents. If you're dealing with legal stuff, that shouldn't be too hard. For shady stuff, you need private trackers otherwise your speed will be abysmal.
uTorrent is certainly the best windows client I've found. It does what needs to be done, no more and no less. No bloat and great speeds. Supposedly it's cache system needs some rewriting to be suitable for 100mbit connections to the internet, but...
The torrent technology is great when applied correctly, though. It allows for great speeds, great availability, corruption-checking on the fly (ie., you don't need to do .sfv verification as you often need with FTP), et cetera. Unfortunately some companies are abusing torrents - like blizzard, who don't really have massive enough servers, but depend on their peers. Their tracker for WOW updates is usually swamped after an update is release, and their client SUCKS so much that I used to manually extract the .torrent file from it, and used with uTorrent.