If you stick with your OS/package manager-distributed version, installation isn't painful anymore (provided that version approximately overlaps with your generation of GPU). It's okay for inference, and okay for training if you don't stray too far beyond plain torch. If you want to run code from a paper or other more esoteric stuff you're still going to have a bad time.

I don't have an Intel dGPU, but I suspect the situation there is even worse. I mean you go to the torch homepage: https://pytorch.org/get-started/locally/ and Intel isn't even mentioned. (It's here though: https://docs.pytorch.org/docs/stable/notes/get_start_xpu.htm...)