I would say it's a lot easier than people say. All I need to do is make a new build of pidgin or firefox and post them here. I would have several hundred installs within a few days.
That said it's all about risk. I have a pre-school daughter. Do I fret about "sexual predators"? Not really, day to day I'm more worried about her falling down the stairs or running into the street. In the case of the NIT's there are much bigger fish to fry before I'm going to become worried about malware.
Oh and iptables can block by process, uid, gid, and other criteria. If it's blocking is not good enough it can shunt the connections through a userspace daemon to do more complex actions.