Yes, and one of my earlier machines "just worked" and no doubt that was in part because it has Linux pre-installed.
And what you say is one of the main reasons that being able to buy a machine with Linux pre-installed is such a big deal, and potentially a milestone. It's a minor miracle that Linux is getting the market penetration it does given the near total lack of pre-installed machines.
But it's chicken and egg. Here I am being driven to use Windows when I need wireless connectivity because I can't get the Ubuntu wireless system to work. It's at the point where I browse on the Windows machine, and putty into an Ubuntu machine to do my real work - not a good solution long term. I need to get the wireless working.
But where do I start? I've already spent 2 hours searching around, reading forum postings, reading blogs, trying to find out what's going on, and it's clear that I need to learn a lot more before I can start to understand the problems. Quite simply, it's not a cost-effective option, because I don't want to become a Linux internals expert. With the money I could make during the time I spend sorting this out I could easily just have bought a Mac. Which is a shame.
In a sense this is not a complaint - this is a fleshing out of the current situation with respect to installing Linux on a laptop. It would be nice to play a small part in helping to get it sorted.