We just snagged a recipe from allrecipes.com, made sure to buy phyllo dough from the supermarket (surprisingly Wal-mart failed us here, but both of the smaller, more regional chains we called had it in stock) and went at it. It really wasn't that difficult. Phyllo can still be a pain to work with, and when we first started out it was still a little frozen and stuck together, but by the time we finished it was like cake (you know... figuratively). I still don't think it's something I could be bothered to make every day, if only because I wouldn't keep a regular stock of phyllo, but it was fun and pleasantly more intuitive than I expected.
Note: the recipe we used doesn't call for honey until the end, and the melted butter doesn't make things too messy. Unless you mean it would be difficult to deal with while eating. In which case it is, kind of.
ALSO: The result? I say scrumptious.