A Windows Users Delight: PCLinuxOS
Really Linux has an overview of PCLinuxOS.
PCLinuxOS offers the flexibility of being both a Live-cd, and including all necessary components for a full installation. As a Live-cd version it can boot directly from a CD drive without any installation to the hard disk. But more importantly, it includes an easy to use installer that allows you to fully install Linux when you are ready. Of course, as with many major distributions, there are excellent guides on the website for helping use the installer.