Things might be slowly getting better for Windows. Omaha http://code.google.com/p/omaha/ was released under an open source license recently. It will be interesting to see if other projects adopt it, or if it remains being used by Google products only. Ars Technica had a good summary about the current state of Omaha. http://arstechnica.com/open-source/news/2009/04/google-opens...
Some offer granularity of what types of updates to do (Mint classifies updates by riskiness to stability) and most offer some method of holding back updates on some packages (although not in the GUI in the distros I have used).