Once your hardware is detected and working, it's pretty easy to install. Quite a lot of good guides available. Just make sure you have a supported card (to make your life easier)
I found it easier to install it via the repos on ubuntu/kubuntu, the mythbuntu OS is just a basic mythtvsetup so it does not come with goodies that make linux easy for me.
What people should understand is that there is a reason they created MythBuntu, and that is most probably for media centres.
So if you want to have a dedicated media centre, then install one these, but if you want a workable desktop with TV support, go the desktop way (Ubuntu in this case).