Most of TW's base game, updates and addons are self installing, just point it to the right place on your PC and run the exe, real simple. I have not made the move to the second generation games yet as there are tons of stuff still out for the first gen but I'll make the jump next year when I get my new rig.
Andy hit the nail on the head about the fanbase and community involvement, I have been a member of that community for almost 9 years now, I used to beta test effects and other things as well as give input or pass on data from the weapons editor to other more talented members for new ordnance items. I'm not as involved as I was but I'm still known to the older developers.
If you want a good air combat sim that out of the box covers the the Century Series fighters and their counterparts out of the box and continuing through stand alone releases up to the last days of the Cold War this is the game for you. When you add the amount of fan made aircraft, weapons, terrains and missions, not to mention full conversions you have a very enjoyable investment.