I've skipped WUBI for a lot of reasons. But you can install any of them in Virtual Box without WUBI and then delete them after you are done without touching your Windows install.
I've been watching a different discussion about Virtual Box and have been thinking about using it inside of my Windows 7 to install and uninstall different linux os's until I find the one I want to keep . Is this doable? I have also been looking at the WUBI installer but haven't heard good things about it. You may ask why I want to actually install instead of running off of a live dvd and that's because I want to try full robust os with different add-ons like Ubuntu or maybe PCLinuxOS. Thanks.....Digger