And Slockets were far from convenient. I used one on the PC I built when I went to uni because I bought a top notch motherboard but could only afford a Celeron initially.
I found them the opposite - much easier to insert on the board and the HSF were already in place so minimal risk of screwing things up (used to be a danger of cracking your cpu if you applied a bit too much pressure when putting the heat sink on). Now it's just the risk of bending the pins on the socket (been there done that, wrote off a motherboard).