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TheAncientGeek comments on Deliberate Grad School - Less Wrong
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I've only gotten up to doing an MSc (currently volunteering for Vikash Masinghka in my Copious Free Time), but I do know a hell of a lot of academics.
From my (second-hand) knowledge, easy quals are an artifact of something very like economic privilege: your school is very prestigious and doesn't need to cull its grad-student herds as much as others, so quals are allowed to be easy. In other places, quals are used to evict many grad-students from their PhD program because resources are more scarce.
I don't know anywhere where grad-students don't start doing research as early as possible. Do some programs really involve whole years of just classes?
Absolutely. It's a function of grant money. MIT has more grant money than anyplace else on Earth, so it's easy to start grad students on research projects. At the U. of Buffalo, there were only 2 professors in my department who had grants, so getting onto someone's project was hard, and anyway you were taking 4 classes a semester and TAing at least one for the first 2 years, while studying for the qualifiers. I don't know anything about this "free time" OP talks about.
Few students did research before their third year, after passing their qualifiers at the end of the second. A prof wouldn't really be interested in a student who hadn't passed the qualifiers. That's why the average CS PhD there took 8 years of grad school.
You could do your own research, of course. I did that, but I eventually had to throw it all out, because I couldn't get anyone interested enough in it to be my advisor.