In a Windows environment where security is more important than flexibility is Windows 2008 R2 Core Server installation the best option? How much more difficult is it to setup an environment with Server Core?
Theoretically Core is more secure than a full installation because of a lower attack surface.
Setting up a core installation requires everything be done via command line, but there are tons of resources out there to help you in the process. With that being said, it is harder to set up than a full installation because it is all manual.
I would recommend you move this over to Sever Fault though.