They're usually pretty easy to set up as long as you remember two things: 1. Strong batteries! (especially if you're going for more than 20 feet between the transmitter and receiver) 2. Think in 3 dimensions, if the two heads are tilted down or up, it won't matter if your left/right alignment is correct.

I've never used the reflector style lights, but with no batteries to maintain... they would have some advantages.