Mac users have had easy to use tools for installing iPhone mods and 3rd party apps like iFuntastic for a while now, while Windows users have had to work through a series of steps using a collection of tools. All that has changed now, thanks to Nate True, who recently released the amusingly named iBrickr, which provides easy iPhone ringtone / app management for Windows users.
He also maintains a library of 3rd party iPhone apps packaged for easy installation.