Death, Taxes, and Grad School

One of the many differences between me and my friends who got "real jobs" after college is how Uncle Sam (and his state- and city-level brethren) decide we should be classified in the tax code. Since it's getting to be that time of year again, I figured I'd try to relate some of the confusion I've experienced because of the non-intuitive-ness of it all.
Back in high school and college, I got a W-2 at the end of the year for any job I held, listing how much had been withheld from my paycheck for federal and state tax, etc. All it took to do my taxes (and get my refund!) was the aptly named 1040-EZ.
In grad school, I was lucky enough to be awarded a fellowship. There is a difference in the way the federal government regards the various forms of grad-student income.
Princeton required me to TA for one semester, and that year I had a combination of fellowship and salaried income, so I remember that mess particularly fondly.
Permit me to explain:
If you're TA'ing a class (or, as Princeton calls it, acting as an AI or a preceptor), that is considered salaried work, so you still receive a W-2 and have federal and state taxes withheld. There is no money withheld from fellowship income at Princeton. (Is this different anyplace else?) That means I don't get a W-2.
Instead of the 1040-EZ, I have to use the tax tables to estimate what my tax will be for the coming year and send in a stub with a check to the U.S. Treasury quarterly. Then, I have to use a 1040-A form to report my estimated payments and deduct that from my calculated tax. There's a fine if you don't pay a certain amount of estimated tax in advance, so that's why I don't just pay up in one chunk on April 15th. The state-level taxes have the potential to add another layer of complexity, but I've been lucky because fellowship stipends are not taxable in the state of NJ, so I'd always get a little bit of a refund there. I grew up in NJ, so I didn't bother changing my residency or anything, either. (Now that I live in PA, I need to look into whether I'll owe tax at state level). City-dwelling grad students, how complicated is the tax situation for you?
Just for kicks, I'll link to Princeton's tax requirement sheet. I don't think you need to have an on-campus IP address to access it.
You always hear tell of random grad students who don't pay their taxes, figuring that it isn't worth the government's time to audit someone who only makes 19K a year. Good luck with that. I don't have the cojones for it.