Luckily for me i have quite thin fingers, always found the front panel pins easy providing the mobo or manual show which is which.
Windows install has only bothered me on older systems, sata drives and a slipstreamed XP takes very little time whatsoever, installing the CPU and the cooler takes longer to do then install windows.
Most annoying thing rcently was of course the buggered x800gto, but was pleasently surprised when i received a nicer card in place that works brilliantly.
Other annoying things, cheap SHARP cases......, cheap PSU's with naff all connectors.