Ubuntu does it right. It only nags me when I log in, and I can dismiss it with a click, and I don't get nagged again until I log in again.
Edit: On Windows I often run jobs overnight that take 6-7 hours to complete. It's annoying to discover in the morning that Windows aborted my job to install some update, and I have to restart the thing for the next night. This never happens on Ubuntu.
Note, if you aren't on an LTS release, don't wait too long... my grandmother is on 14.10, and can no longer run updates (servers appear to be gone) and no clean upgrade path to 16.04, so I'll be copying her profile directory, and setting up the latest version... fortunately, she only uses the browser and a couple of old games installed via wine.
Edit: On Windows I often run jobs overnight that take 6-7 hours to complete. It's annoying to discover in the morning that Windows aborted my job to install some update, and I have to restart the thing for the next night. This never happens on Ubuntu.