Actually the final release of KDE 4.0 was out a few weeks ago, but as a long term fan of KDE I don't recommend replacing any 3.x installations with 4.0 immediately either. I tried KDE 4.0 with the kubuntu live CD inside VMWare and it didn't quite impress me, anyway, especially the whole of kdepim isn't there yet, which is most important to me.

Some option windows are simply empty. I really doubt if the release is sufficiently complete as a stable release even though the version I was trying was the final release.

I would advise you to wait until KDE 4.1 is out and try again with a distribution that ships that out of the box. That can be another half a year away ....