GD comes precompiled as binary with the PHP for Windows distribution. I guess it's the same for the other distributions.
I don't have difficulties including GD in my own PHP. My problem was that my provider doesn't include the GD library in his PHP. I can't change that and I have to work with what I have. So I am coding my own... unless there is one (well today I have added PNG output... seems quite straightforward, this imaging stuff).