Installing software depends on the quality of your package manager.

Otherwise you do it the same way, typically with the GNU build system.

The ports tree is the most natural form of package management I've used. Then, if you prefer binaries, you have pkgng and the pkg_install utility. This is for FreeBSD, at least.

I can't believe that you had any issues installing packages on OpenBSD. I've had a much harder time installing software on some Linux systems. From my personal experience in OpenBSD, if there is a package for the software it more or less works, if there is not you better move on. Porting software to OpenBSD is not an easy task if you don't know what your doing (I don't).

Even though I like BSD systems I must admit I think Linux is a better choice on the Desktop, I would't know about servers. The most annoying thing that happens to me constantly in Linux and even as I type this is that from one release to the other hardware that used to work stops working. But this is not a show stopper as most issues can be easily worked around. Since virtualization became a viable choice to most consumers I don't see an excuse not to use Linux.