Yes, Windows has 'sudo' built in as UAC (User Account Control). Anything that requires admin privileges to do will prompt you for the password of an admin's account, or, if you're already an admin, a simple Yes/No dialogue indicating that a program is trying to modify system files.
Secondly, Windows only 'stays forever doing updates' when it has updates to install, which is more like once a month. And even then, only a few require restarts.
Virus infections are usually the result of carelessness and/or a general lack of knowledge; something that can happen on Mac or Linux, too. The secret to a fast machine is not to install boat-loads of 'crapware' - read installers carefully and make sure you un-check useless things (hint: no, you don't want a free Google toolbar). Windows is very fast already; no tweaks required.
Finally, something is clearly wrong with the Calibre uninstaller.