Java support, yes.
Difficult installation, not really, they do have installation programs. The difficulty is usually partitioning or not having the right hardware. Make sure you know what components you have and check the supported hardware for whatever *nix you're going to use (not a huge problem).
I'm currently running Redhat 7.2 but I'm going to be switching to FreeBSD. If you can download a distro off the net, there's not much advantage in buying a commercial product (except your support for them). The best thing to do is try and get your hands on as many different variants as you can and play around with all of them before you commit to one.
If you're looking for something close to the simplicity of Windows, you might start with Redhat. I've found it very simple.
