I've heard this so many times (The Shadow specifically) but in all honesty that has not been my experience. When I've had groups of people over to play of all ages and skill levels they seem to gravitate to it. In fact it was the only pin that had a line waiting to play it in my 6 pin line-up. I don't think newer players have great expectations of doing well so they are not put off by the difficulty or depth. The wow factor and the ability to achieve minor goals was enough to keep them interested.
I was reluctant to get The Shadow because I thought my wife would get discouraged by the game but she loves the challenge and gameplay. As others have said, get what YOU really like and spend the time to tweek to game to your preference.
Enjoy the journey!