Just curious when the last time you looked at one of the newer distributions or booted to a "live cd" ??
Anyone can download the .ISO files and burn to a disk or put on a thumb drive but they are usually large files and not all burning software will burn an ISO...so for just a few dollars most distributions are available on a CD/DVD and on a USB thumb drive for a a few more $'s...this cost is not for the software...it is to cover the media and shipping etc...
Many of the latest distributions are as easy (or easier) to get up and running than a Windows system out of the box...with very intuitive interfaces for anyone that has run Windows...
Take a look at
DistroWatch.com: Put the fun back into computing.
...most have screenshots of their interfaces etc...
The advantage of a "live CD/DVD is that you can try out the complete operating system without "installing" anything....just put the disk in a computer and boot to the disk...
One advantage of having just about any of the available "live CDs" on hand is in the event of a corrupted Windows system that will not boot up...just boot to a live cd , mount the HDD and recover your data to a USB drive...