It's called a PPA. You can usually find them for whatever package you want, and all it is is a small repo for whatever package or set of packages you want.
Want the absolute latest Firefox package? https://launchpad.net/~ubuntu-mozill...y/+archive/ppa <- Just use that. You'll have up-to-the-day updates, but the trade-off is that your using untested, nightly software.
If you are using a "stable" repo, like setup by default, then things are pre-tested for you, and generally won't screw up your system or have major bugs. On the other hand, running from devel, testing or nightly repositories can cause problems.

What a lot of people don't seem to get - You included - Is that there is generally a good *reason* for doing something one way. It may not seem the best to you, but you aren't developing an OS either. The people who generally decide these things have way more experience with such things than you or I - Trying to second-guess such knowledge isn't a good idea.


edit:
@TiagoTiago:
I think you are forgetting a lot. If it was as good as you say, you could take whatever DIR you installed to, copy it to a new Windows machine, and it would work. Unfortunately, it doesn't work that way with -most- programs. Some(that is, programs designed for Linux and ported to Windows), however will copy fine.

And that's not even taking into account draconian copy-protection measures like Photoshop frigging writing to your MBR!