If you've got Windows, XAMMP works well.
This video will get you up and running in about 20 minutes.
www.veoh.com/videos/v1802750A7Mnpe7z
Note: the video *should* get you up and running in 20 minutes.
But, in my case, once installed I couldn't access the first screen.
I uninstalled and reinstall about a dozen times.
Long story short, you may have some software that is using ports XAMPP needs to function, MSN, Skype, ect.
Along with SP3 firewall settings, virus software etc, you may run into problems.
Finally, after almost giving up, I installed it in Safe Mode without networking, XAMPP got all the ports it wanted and the install went off without a hitch.
When I rebooted, everything worked, I've got 26 sites running on it now.