I walked a friend through building a rig & setting up everything using Linux in no time at all. Let me be clear though, this guy has never used a command line in his life, in fact he didn't even know what it was yet he's mining away right now kicking ass & is glad he didn't have to buy a monitor, keyboard or mouse. You can't do that with Windows.
Says who?
Here's the very quick steps needed to get a Windows rig setup to run headless...
1. Install Windows (depending on the version of Windows you may not even have to activate!)
2. Install missing drivers for mobo and video card
3. Turn off Windows Update service
4. Enable auto login
5. Disable sleep mode in power control panel
6. Enable RDP
That's all you have to do. From that point on disconnect the monitor keyboard and mouse and RDP into the rig from the comfort of your couch.
I just do one more step. I install the Awesome Miner agent and then I rarely even have to RDP into the rig. The Awesome Miner console will control the rig, download mining software, change my mining software and pools at will or on a profit-switching interval.