I've done it twice - once on snow and once on water (aka kite surfing, w/ a wakeboard-type deck). It's definitely harder than it looks, there's a "feel" that you have to learn w/ controlling the kite. The time I did it on water was an actual 4-hour kite surfing lesson (cost a lot of $ too, I might add, just for the lesson!). I had a blast!
I think I'd take up this up if it weren't for the cost. If I remember correctly, these kite rigs (harness, hardware, board, kite, etc) run upwards of $2k to get all the gear you need. Then you have to buy different size kites for different wind conditions.
The time I did it on snow w/ my board was fun - we weren't catching air like these guys but we were flying down this huge field. Good time.