I often hear the comment (complaint?) that it is too difficult to obtain a hotfix. Normally, you find a knowledge base article about a problem. The resolution points to a hotfix, and you need to phone support. The good news is that you can now request this fix online. Check out the Hotfix Request Web Submission Form.
Note that a few months ago the Developer Division also created a hotfix public availability pilot program. In this case you just visit http://connect.microsoft.com/content/content.aspx?ContentID=3705&siteid=210 , and you directly download the fix. This is obviously more dev tools orientated.