From what I've read on the forums, once you have FFXI up and running through Steam, there tends to be no other problems. I've seen occasional requests for help when Steam installed an incredibly old version of POL, but I don't think it was difficult to fix and might no longer be an issue with the newest FFXI collection. A few others have trouble with obtaining registration codes, but I've seen fewer of those, so I don't how big of an issue it is.
I don't use Steam, so I can't comment first hand, these are just my observations from the forums over the years.
I have not seen any technical problems when installing through Amazon.
If everything works right, I don't think Steam or Amazon is either particularly difficult or a hassle to install.
Edited, May 6th 2013 1:19pm by xypin
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