I have come across many threads complaining various issues in installation of APP SDK. I would encourage all of you share your feedback on the current installers, that can help in improving the upcoming installers.
A few issues I have seen so far are:
1. Ability to install all components of APP SDK to any custom location.
2. No Admin/sudo privileges should be required if the location selected is readily accessible to all users.
3. Separate Uninstaller for APP SDK in windows
Here is a relevant thread started by a user recently: http://devgurus.amd.com/message/1299261#1299261
Others can add there feedback here. All this feedback will be shared with the installer team.