It is like that visit to the doctor when the patient said "it hurts when I do this" and the doctor said "don't do that"
Ubuntu, especially, is very good at working right out of the box. It provides good applications that will handle the tasks and activities that most need and hardware support that is also usually seamless.
But Ubuntu does have its limits. It is FOSS and fit onto a single CD. It has development and life cycles. The fortunate thing is that, if you want something a bit different, someone else has probably had the same idea. Many of these folks have documented how to do what they did in step by step form with pictures and everything. Some have even created modified distributions to suit their interests.
If you want a server, check out eBox
- it has a ways to go but does a decent job of providing a web interface and automating some of the more tricky server functions like getting ldap, samba, users, and groups working in sync.
In some respects, it is like trying to decide which version of Windows to get: 98, XP, Vist - basic, home premium, super duper whatever, etc.
I got an HP all in one super deal this summer and it took until just recently for HP to support its fax and scan functions. That update wasn't in the distributions but it was a download and execute that integrated with my system. OOo 3.0 as indicated above was a simple process as well (although I found that 2.4 will read docx files in its latest update).
You can find pain if you look for it. If you don't want the pain, "don't do that" but if you must do that, the odds are pretty good you'll get the pain no matter what medication you take to prevent it.