Well, I've only tried FreeBSD. Downloads, forum, and documentation can be found here: http://www.FreeBSD.org/ .
When it comes to downloading, I usually take the distro with "bootonly" in it's title. This will boot your PC into... well, I'm not sure if it's technically a GUI, but it is somewhat graphical. You can then have it download and install the OS files if you have a relatively fast internet connection. If you have a slower internet connection, I might recommend obtaining an install CD from the site above (it should be free, but may have shipping charges).
From my personal experience, here's what I've been doing:
Install the FreeBSD base system. At this point, I try to avoid installing any other software packages, so the computer has just the base system.
After booting into the freshly installed system, what I should* do next is run "freebsd-update fetch install" followed by "portsnap fetch extract" as root. Please note that after you successfully run "portsnap fetch extract", the "extract" part is no longer necessary and should be replaced with "update"; for example, "portsnap fetch update" should be used.
A quick explanation of the above commands: "freebsd-update fetch install" looks for updates to the operating system files (and maybe some others) and retrieves them for you, and then installs them. If you get a message saying something similar to "No files needed to update to (number of next release)", then that simply means that you have the latest updates for that release installed.
Next, the "portsnap fetch extract" command: This fetches information on what the latest versions of available software are, and then installs it (the information being called a "ports tree"). The command that uses "update" looks for updated information and then applies it to the already installed ports tree.
*The reason I say should here is that I cheated a little and installed a couple of applications about the time of this step. I wouldn't really recommend installing software yet.
After running the above commands successfully**, I install a program called portupgrade (which is a program that manages actually updating your software to the latest available versions in the port tree above. There are other programs you can use; I just personally use this one). To install it, I use the following commands:
cd /usr/ports/ports-mgmt/portupgrade
make install clean
The latter of the above commands will need to be run as root.
**There is an optional step you can take before doing the above. Type "edit /etc/make.conf" which will put you in a text editor. In the text file you are editing, add the following lines:
FORCE_MAKE_JOBS=YES
JOBS_NUMBER=2
And hit escape to bring up the menu to exit and save your changes. However, JOBS_NUMBER= line can have a different number. You should typically have it set to the total number of processor cores plus one (for example, a dual-core would be 3 and a quad-core would be 5). I am not sure, but I believe that there can be stability issues when installing software if you add the above lines. Just a warning.
When installing portupgrade, you will probably get a lot of text on your screen, which is normal. It may take a little while to finish.
After it finishes, I would recommend rebooting your computer ("reboot" as root), as sometimes portupgrade wouldn't show up right away for me.
Now that portupgrade is installed, I would run "portupgrade -arR" as root to upgrade my installed software to the latest versions. It may take a while... if you want to speed it up, you can alternatively run "portupgrade -PaRr" as root. Instead of building the software from source, it uses premade software when it can, which can save time, but you might lose customizability; please see the FreeBSD Handbook on the site above for more information about the difference between installing premade programs and compiling them.
Now that my software is updated, I run "portinstall -Rr packagename", packagename being the name of a package in the ports tree (that is, in /usr/ports). For example, to install the Sudo program, I'd use "portinstall -Rr sudo". The program will try to do the rest for me, but may pause if there are options to configure. After choosing the options for a piece of software, it continues on (Note that there may be multiple packages that require you to configure the options).
So, now at this point I can use portinstall to install a graphical user interface (you will probably want to install atleast the xorg and the xdm package). The Handbook online describes hwo to set up your preferred GUI.
That's kind of a rough guide to the approximate way I do it. I changed it a little to try to be more easy for someone who is new to the OS.
Have fun trying out FreeBSD, and be sure to check out the Handbook for reference; it has some good info on configuring your system.
Edit:
Also, FreeBSD may require some formatting of the hard drive. It's up to you how to format it (as in, use all of the disk for FreeBSD, or set it up as a dual-boot, etc...). Please see the official Handbook, too, as it goes over it a bit. I don't know a lot about it, personally, sorry. You can ask in the FreeBSD forums if you are stuck, which can be found through the FreeBSD main page. It is typically advised to check the handbook for help before asking on the forums. Also, you can avoid a similar mistake I made, here (asking on forums without Googling for the solution first): http://forums.gentoo.org/viewtopic-t-828933-highlight-hibba.html .