Being new to this whole Sharepoint world and not being a big fan of M$ products, it has been some what of a challenging task to get Sharepoint deployed and running. A basic setup for a development environment had no issues what so ever. However, getting it done for a MOSS farm with SQL Server 2008 on a 2008 RC Server running on VMWare is more like trying to get a bunch of monkeys to work together!
After a few days of playing around, installing and uninstalling pretty much everything under the sun, I still seem to run into permission issues with Domain and Local Admins for service accounts. On top of that, having to re-do everything times how ever many service packs MS has released has definitely not made things easy. This is why I love the simple way of things in the open source world!
Having said that, this article on installing MOSS 2007 with the rest of the bandits came in very handy and might be something to look at if you are trying to take on this job for the first time!