I think that because William and Harry both went through so much in their younger days (two parents fighting very publicly, a rather acrimonious and public divorce and publicized affairs, all the scandals in between and after and ultimately Diana's death) both Charles and Diana and to some extent the Queen have all tried very hard to shield William and Harry and protect them. Think how enraged Charles's camp got when it was discoverd that Uncle Edward's Advent company was filming William at school. And then there were agreements and arrangements made one after another when it would be okay for the media to photograph the boys -- after William was done university, after Harry had graduated from Eton, after they had each gone abroad on their gap year, and on and on it went. (That is not to say that the press didn't violate these agreements, but St. James and Charles's camp was constantly making these arrangements all in the name of protecting the two boys.) I think in this sense the two boys are too sheltered.
I think it is too hard to compare William to the likes of Frederik, Willem, Felipe, Phillippe, etc. Even though they all share the same or similar roles, these four men are ages older than William, all of whom are married now and some with young families. But Guillaume of Luxembourg is certainly a fine comparison considering that both boys are relatively close in age and share similar futures. Guillaume has accompanied his parents to several occasions now abroad, meeting other royals at weddings and the like, as well as being part of visits to Luxembourg (such as the festivities to celebrate his father's new role as the Grand Duke.) In this way I think Guillaume is much more prepared for his future role -- and his role will certainly not be as public or as widespread as William's when you consider he will also be the King of the Commonwealth. While both these young men are at least a decade younger than their "elder" counterparts, and the two sets of lives very different, I think that in talking to Willem, Frederik, Felipe, Phillippe, Albert, etc. William and Guillaume could certainly learn from each of them. And when you think that attending the Spanish or Danish weddings recently would've been relatively "easy" work, it would've been a great opportunity for William to meet, talk to and even bond with his counterparts, regardless of age.
I think that ultimately Charles, Diana and the Queen's attempts to protect and shield William and Harry from prying eyes will hurt them more than help them, particularly William. William needs exposure to the world out there, not to be constantly protected and hidden from it. He is lucky that his grandmother is still quite active and carries on hundreds of royal duties a year, and that he has his father, aunt Anne, uncle Edward and aunt Sophie to also ease the load. But sadly, his grandmother and grandfather will not be able to carry on such a rigorous schedule for long, and William will be expected to pick up the slack and I suspect that it will be quite an eye opener for him.