how long did it take you to setup ec2 window servers?
Any major issues?
I wish someone could link to a post where someone wrote step by step how they did it, and any issues they encountered etc.
Getting a Windows intance up and running on EC2 using the Amazon Management Console is fairly straight forward. Once you're signed up for an Amazon EC2 account, it's literally a matter of a few clicks before Amazon begins to boot your instance. Trying to do this from the command-line is a little more involved but not very hard either. Their step-by-step instructions in the getting started guide is quite good:
Your biggest challenge on EC2 is not starting up an instance but being able to wrap some processes in place around ephemeral servers in the cloud to ensure the service you're trying to offer is as available as you want it. Once you terminate a server, all the work you've done on that server will be gone. That's the biggest shift in paradigm you'll need to get used to managing. Of course, these problems vary greatly depending on exactly what you're trying to do on EC2.
If you could expand a little on what exactly you need to do, I might be able to provide some more useful information.