So this is the only thing in my experience, that really sucks. The rest (compared to WIN) is really, really great.
I remember 5 years ago getting speakers to mute on my laptop when I plugged headphones in was impossible but I haven't seen a similar problem in my last few laptops.
For two monitors on one video card, things are pretty okay on Ubuntu and derivatives. More than that, especially 3+ with non-uniform geometries, and you will have fun. If you have multiple video cards, you will have even more fun.
Setup was pretty simple using the binary nVidia drivers on Kubuntu, 0 config file wrangling.
Now, having those three monitors in non-uniform geometries is something I wouldn't even consider tackling
[EDIT]
Kubuntu 12.04
All monitors in a single X Session and automatic application window sizing works as you would expect in KDE
(i.e. Maximising a window maximises to the current monitor only and being able to drag to right side of one monitor causes the window to use up half of the current monitor)
I ran Gentoo for years, and my experience was similar to yours. I could get things to work but it took a lot of frustrating trial and error, and then periodically a version upgrade would break everything and I'd get to start over. About a year and a half ago I finally got sick of it and installed Kubuntu.
Kubuntu 12.04 + 2 monitors + AMD proprietary drivers = you get to choose between accelerated OpenGL and multiple monitor support. You can't have both at the same time. (At least I couldn't, with the video card and driver versions I had 6 months ago. I spent many hours trying, then remembered I have more money than time and bought a $90 Nvidia card.)
Kubuntu 12.04 + 2 monitors + Nvidia proprietary drivers = easy. The GUI worked, first try, no problems. The only goofy thing was that my left monitor showed up on the right side, giving me a choice between physically moving the monitors or changing the default positions in the GUI. I changed the defaults in the GUI.
Also, on my former work machine, Kubuntu 11.04 and 12.04 + 2 Nvidia cards + 3 monitors = easy. (Some cow-orkers had 2 Nvidia cards and 4 monitors, also easy.)
I haven't tried newer versions of Kubuntu on a multi-monitor box, so it's possible (but not likely) they've gone backwards.
You could have switched the cables. Just saying :)
I did use xrandr to setup the virtual screen so that I could define the exact position of one screen relative to the other, which enabled objects to continue in an horizontal line across monitors.
The problem I run into with Linux is that sleep, suspend, and hibernate do not seem to work or work reliably. This is what is holding me back from jumping to Linux for the most part.