REAL MEN RUN .EXE INSTALLS ALL THE WAY!!!!!!!
All you pansy linux users think you got it tough.. Bah.
Heh now that the bad joke is out of the way, Portage is hands down my favorite, with APT coming in second. My ideal situation(And I may have to look into how to do this) would be to run APT and portage side by side interacting with one another, apt for binary things(Which there are still a few, namely things i need in 32bit form to be binary) but portage for the majority of my work. Portage is just awesome.
I do still build from source some packages, usually after I emerge it and if needed unemerge it to make sure i have all dependencies. I am starting to get into the habit of using my /opt directory much more for this, another reason to stay away from Suse now. At least if it is PREFIX=/opt I can EASILY remove it without having to worry about missing anything.