Well, you don't need a landing page for either of the 3. However, Google will only display one ad per domain, so if you are thinking about promoting a popular product/service, chances are someone else is already running a campaign and outbidding/ranking you. Yahoo & MSN on the other hand let you make up domain names, so just take your affiliate link, use myawesomeoffer.com as the display url, and you are good to go.
As for how easy/fast campaigns are to set up: AdWords will pretty much display your ads in around 5 minutes, assuming your ads don't have to go through manual review first (they will be manually reviewed either way). But you also have to deal with the awesomeness that is Quality Score. Yahoo is the second fastest, but you have *****y editors that might remove/decline keywords for no apparent reason. MSN takes the longest to get up and running, usually 6-12h for the ads to get approved, and another 6-12h until your ads are shown.
Hope that answered your question 
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