Windows releases every, erm..., six years. Mac OS X releases nearly once a year. Ubuntu Linux releases every half year. Fedora Core is now releasing every seven to nine months.
My experience with both Fedora Core in the first three releases, and Ubuntu up until now, is that system updates break things. The final release has always undergone such thorough testing as to work really well, but it seems that the updates following are sent through relatively unfiltered from the upstream projects, and this is typically where things break. OS X has much less frequent updates, and these are generally better tested, and rarely break things (never for me).
The problem arises as much from the fact that servers need first and foremost to be secure (whereas desktop systems need first and foremost to be useable) as it does from the fact that desktop systems have more complex package dependencies. I hope that the software industry can get to the point where desktop systems need only be upgraded sporadically, and where the upgrades are thoroughly tested. This should be just as possible for Linux to achieve as it evidently is for OS X.