I use Windows a lot and can confirm that Windows Update works like this - sometimes I will find an update fails, and can only be applied by requesting the update on a freshly booted system (sometimes in Safe Mode), and then rebooting again.
OS X (10.7 Lion) is pretty painful for me at the moment because my Macbook Air WiFi goes mad man times a day - usually turning WiFi on and off, or rebooting, or power cycling the WAP, will fix it. I resorted to installing a driver from previous OS X version just to improve the WiFi. Ultimately I think it's that OS X doesn't like working with my Asus WAP (RT-N10), which works fine with a couple of iOS devices, some Windows laptops, etc. There's a 150 page thread on the Apple forums about this WiFi issue with Lion.
Ironically enough, I got this WAP because of an iPad 3 having WiFi problems with a WRT54G running Tomato.
Macs are quite nice in some ways as a reasonably sane Unix environment that also has nice software you can buy if you want, plus a lot of open source software - but in my experience the Apple WiFi support is truly awful. I suspect Apple only tests with their own Airport WAPs.